# EDGAR Filing Document

**Accession Number:** 0001580353
**File Stem:** 0001752724-25-203927
**Filing Date:** 2025-8
**Character Count:** 227648
**Document Hash:** 80f8a6503f416507506a0106a378b884
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203927.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203927

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Forethought Variable Insurance Trust
- **CENTRAL INDEX KEY:** 0001580353

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1213

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22865
- **FILM NUMBER:** 251253736

**BUSINESS ADDRESS:**
- **STREET 1:** 10 WEST MARKET STREET
- **STREET 2:** SUITE 2300
- **CITY:** INDIANAPOLIS
- **STATE:** IN
- **ZIP:** 46204
- **BUSINESS PHONE:** 317-223-2700

**MAIL ADDRESS:**
- **STREET 1:** 10 WEST MARKET STREET
- **STREET 2:** SUITE 2300
- **CITY:** INDIANAPOLIS
- **STATE:** IN
- **ZIP:** 46204

## Series and Classes Contracts Data

### Global Atlantic Wellington Research Managed Risk Portfolio (Series ID: S000042090)

| Class ID   | Class Name                                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000130711 | Global Atlantic Wellington Research Managed Risk Portfolio Class II Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Forethought Variable Insurance Trust

- **b. Investment Company Act file number:** 811-22865

- **c. CIK number of Registrant:** 0001580353

- **d. LEI of Registrant:** 5493006EQMR1BNKF6A36

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

  - **Street Address 1:** 10 West Market Street

  - **City:** Indianapolis

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46204

  - **Telephone number:** 877-355-1820

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

- **a. Name of Series:** Global Atlantic Wellington Research Managed Risk Portfolio

- **b. EDGAR series identifier (if any):** S000042090

- **c. LEI of Series:** 5493004GHH4SPWZG5B06

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $286205742.72

**Total Liabilities:** $3825148.38

**Net Assets:** $282380594.34

**Delayed Delivery Securities:** $99381.00

**Stand-by Commitments:** $3192593.62

**Cash Not Reported:** $32917.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27.72420000 | **1-Year:** 1877.81156000 | **5-Year:** 15405.43353000 | **10-Year:** 8325.37289000 | **30-Year:** 642.65472000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 165.44091000 | **10-Year:** 119.70371000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130711 | -1.49%               | 2.01%                | 3.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $937700.47               | $-784213.11                                |
| Month 2  | $1895792.45              | $6949708.15                                |
| Month 3  | $759528.80               | $8359634.51                                |

**Designated Index Information**

- **Index Name:** Global Atlantic Wellington Research Managed Risk Portfolio - ExDerivatives

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6978 | NS      | $3389703.06   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                          | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      6494 | NS      | $738692.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    854200 | PA      | $602110.90    | 0.21%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                    | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413000 | PA      | $450970.17    | 0.16%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                               | Ingevity Corp                                                                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3005 | NS      | $129485.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         3 | NC      | $1523.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DPVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190514 | PA      | $187004.97    | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86100 | PA      | $86910.55     | 0.03%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558259 | PA      | $471679.69    | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                   | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      7483 | NS      | $717993.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                    | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.34     | 0.00%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D9HB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223348 | PA      | $189497.35    | 0.07%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $110163.30    | 0.04%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425700 | PA      | $425733.26    | 0.15%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155810 | PA      | $155904.32    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    494500 | PA      | $492413.83    | 0.17%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1219400 | PA      | $1258458.91   | 0.45%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207230.00    | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65641.23     | 0.02%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       300 | NS      | $230202.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610187 | PA      | $512062.34    | 0.18%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                    | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60426 | PA      | $57690.30     | 0.02%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    586000 | PA      | $601908.99    | 0.21%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QQCC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36901 | PA      | $36235.87     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      8194 | NS      | $1011877.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23572 | PA      | $23028.25     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    478300 | PA      | $391047.61    | 0.14%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QQBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116687 | PA      | $112545.52    | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4478.28      | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                    | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202002.20    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    672000 | PA      | $600783.75    | 0.21%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180505 | PA      | $181281.09    | 0.06%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FKQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442286 | PA      | $396014.62    | 0.14%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                              | Henneman Trust                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $231444.94    | 0.08%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164053.79    | 0.06%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5444 | NS      | $375527.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31292.11     | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                 | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1161 | NS      | $128418.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                    | Flex Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     17208 | NS      | $859023.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO                        | Saudi Arabian Oil Co                                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $199922.07    | 0.07%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     89401 | NS      | $14124463.99  | 5.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132ADVT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142965 | PA      | $135712.76    | 0.05%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441694 | PA      | $394869.00    | 0.14%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QQJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35117 | PA      | $34547.01     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $673308.60    | 0.24%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-9INV                                               | CUSIP: 33851MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122952 | PA      | $106979.46    | 0.04%             | 2041-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274766 | PA      | $218378.21    | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    277300 | PA      | $279639.72    | 0.10%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                      | Akero Therapeutics Inc                                                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       807 | NS      | $43061.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150554 | PA      | $122798.92    | 0.04%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                        | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1346 | NS      | $353338.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WAES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8169 | PA      | $7868.41      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC              | Enterprise Fleet Financing 2023-3 LLC                                           | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228700 | PA      | $231931.51    | 0.08%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2830 | NS      | $2088794.70   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14583.25     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181325 | PA      | $146278.85    | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     53000 | PA      | $50492.85     | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                         | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3163 | NS      | $1008933.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $37384.68     | 0.01%             | 2038-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0N32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26725 | PA      | $25634.71     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     10240 | NS      | $1047654.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70760 | PA      | $67975.37     | 0.02%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1                   | CUSIP: 35563PUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    487292 | PA      | $401668.72    | 0.14%             | 2060-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    507500 | PA      | $511286.43    | 0.18%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $348716.86    | 0.12%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030300 | PA      | $1050463.29   | 0.37%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                        | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     23579 | NS      | $4083882.80   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     16373 | NS      | $1158389.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING                          | RGA Global Funding                                                              | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230772.65    | 0.08%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $408026.17    | 0.14%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $407828.12    | 0.14%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     74000 | PA      | $58132.87     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5601 | NS      | $3147425.94   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                       | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     20821 | NS      | $1603425.21   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230755 | PA      | $235644.83    | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                               | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      9333 | NS      | $1434762.09   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147067.32    | 0.05%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQAM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16636 | PA      | $16204.47     | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    701700 | PA      | $494671.09    | 0.18%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      2208 | NS      | $691413.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15296.86     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       191 | NS      | $100275.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                            | StandardAero Inc                                                                | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18042 | NS      | $571029.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5908 | NS      | $1876735.28   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                | Wingstop Inc                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1695 | NS      | $570774.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XA4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139360 | PA      | $118230.55    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     15551 | NS      | $1231017.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      6272 | NS      | $1494366.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING                          | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65497.30     | 0.02%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                      | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     13924 | NS      | $1055021.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                           | Hyatt Hotels Corp                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      8872 | NS      | $1238974.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    593000 | PA      | $636432.58    | 0.23%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    322000 | PA      | $329885.08    | 0.12%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14759 | PA      | $14705.14     | 0.01%             | 2065-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $127381.83    | 0.05%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9945 | PA      | $9402.82      | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                     | Pricoa Global Funding I                                                         | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152550.05    | 0.05%             | 2035-05-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                        | Saudi Arabian Oil Co                                                            | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    315000 | PA      | $316450.55    | 0.11%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6958.50      | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409084 | PA      | $395051.92    | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925500 | PA      | $928970.63    | 0.33%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4585 | NS      | $761614.35    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $259466.96    | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042475<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -411000 | PA      | $-408367.05   | -0.14%            | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    296000 | PA      | $272174.79    | 0.10%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc               | Ultragenyx Pharmaceutical Inc                                                   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      1012 | NS      | $36796.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200200 | PA      | $196563.56    | 0.07%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5054.02      | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    286000 | PA      | $225841.36    | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      3001 | NS      | $1408009.18   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                    | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32393.36     | 0.01%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    406000 | PA      | $427152.30    | 0.15%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      3928 | NS      | $204766.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68477 | PA      | $69609.67     | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                    | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    365000 | PA      | $359406.70    | 0.13%             | 2031-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7546 | NS      | $527314.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       514 | NS      | $153120.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    327000 | PA      | $320000.16    | 0.11%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                    | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $299907.60    | 0.11%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $136872.65    | 0.05%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2674 | NS      | $1370906.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    342700 | PA      | $345792.33    | 0.12%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141541 | PA      | $133315.29    | 0.05%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                      | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65982.37     | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $119716.80    | 0.04%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                        | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5283 | NS      | $919664.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI              | Golden State Tobacco Securitization Corp                                        | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26343.86     | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $171640.23    | 0.06%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $146293.29    | 0.05%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      5477 | NS      | $380213.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    805000 | PA      | $556802.15    | 0.20%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                              | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75928.03     | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American International Group I              | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10965 | NS      | $938494.35    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $901607.61    | 0.32%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                               | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      3752 | NS      | $839585.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7274 | NS      | $1324813.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417952 | PA      | $365052.55    | 0.13%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326109 | PA      | $274364.04    | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1715940 | PA      | $1371535.51   | 0.49%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160300 | PA      | $162278.70    | 0.06%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1751 | NS      | $2344816.63   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Auto Lease Trust                 | Volkswagen Auto Lease Trust 2024-A                                              | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $191471.68    | 0.07%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DPZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22665 | PA      | $21754.57     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     89000 | PA      | $60365.70     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3433 | NS      | $2676126.49   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $248598.95    | 0.09%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10041.80     | 0.00%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1314800 | PA      | $1327331.69   | 0.47%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $310847.66    | 0.11%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11533 | PA      | $10571.31     | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                             | Israel Government International Bond                                            | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    325000 | PA      | $331171.36    | 0.12%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2019-RPL3                                   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31082 | PA      | $29792.00     | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74763 | PA      | $66416.70     | 0.02%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    363000 | PA      | $363850.78    | 0.13%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                       | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1342 | NS      | $670973.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The               | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     22852 | NS      | $236975.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DSLT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78635 | PA      | $78852.92     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                             | SiriusPoint Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     16560 | NS      | $337658.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132780.52    | 0.05%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    259300 | PA      | $264668.32    | 0.09%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                     | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    393000 | PA      | $402963.56    | 0.14%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362908.49    | 0.13%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407342 | PA      | $383653.51    | 0.14%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22944 | PA      | $21657.33     | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                      | Constellation Software Inc/Canada                                               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45769.30     | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31307SPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19786 | PA      | $18961.99     | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                      | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     13913 | NS      | $780519.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132J65C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14644 | PA      | $13188.07     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J9M81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10375 | PA      | $10113.08     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    589700 | PA      | $481688.15    | 0.17%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123000 | PA      | $108739.69    | 0.04%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640679 | PA      | $544986.92    | 0.19%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                        | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30262.37     | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672558 | PA      | $569426.37    | 0.20%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    409300 | PA      | $411218.59    | 0.15%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60511.10     | 0.02%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128P77L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21513 | PA      | $21300.77     | 0.01%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metsera Inc                                 | Metsera Inc                                                                     | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2759 | NS      | $78493.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62800 | PA      | $61740.25     | 0.02%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680600 | PA      | $686635.01    | 0.24%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1183100 | PA      | $1185780.46   | 0.42%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    337700 | PA      | $330998.77    | 0.12%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    511400 | PA      | $509242.53    | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9808 | NS      | $1216290.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498223 | PA      | $514548.83    | 0.18%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                       | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1522 | NS      | $284187.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $279993.59    | 0.10%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                               | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1761 | NS      | $227028.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                    | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70422.69     | 0.02%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169898 | PA      | $135237.60    | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254490.99    | 0.09%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      7937 | NS      | $620752.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                   | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      4182 | NS      | $365799.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79754.98     | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| elf Beauty Inc                              | elf Beauty Inc                                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1130 | NS      | $140617.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -667000 | PA      | $-619893.13   | -0.22%            | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC              | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    241641 | PA      | $242588.01    | 0.09%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173178.63    | 0.06%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261253 | PA      | $222621.64    | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                   | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | US        |      2310 | NS      | $660105.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174260.41    | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65196.38     | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                           | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      5307 | NS      | $817861.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457318.41    | 0.16%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    367000 | PA      | $366311.88    | 0.13%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1026 | NS      | $393060.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87800 | PA      | $86973.45     | 0.03%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    630000 | PA      | $630689.09    | 0.22%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122835 | PA      | $97786.31     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $244133.23    | 0.09%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    397200 | PA      | $397339.64    | 0.14%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                    | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       632 | NS      | $91924.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      5802 | NS      | $1268549.28   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUST                      | Commonwealth Bank of Australia                                                  | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $515412.80    | 0.18%             | 2028-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196220 | PA      | $192684.44    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371908 | PA      | $313700.53    | 0.11%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                 | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      3718 | NS      | $720585.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Verona Pharma PLC                           | Verona Pharma PLC                                                               | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |      1491 | NS      | $141018.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1883 | NS      | $1935874.64   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355900 | PA      | $266869.39    | 0.09%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  11195511 | NS      | $11195511.37  | 3.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Partners of America Trust              | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326371 | PA      | $313847.28    | 0.11%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13119 | PA      | $12539.59     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZEK Co Inc/The                             | AZEK Co Inc/The                                                                 | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      9640 | NS      | $523934.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55499 | PA      | $49546.68     | 0.02%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21459.09     | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77569.58     | 0.03%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -143000 | PA      | $-132967.66   | -0.05%            | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $604523.44    | 0.21%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES              | University of California                                                        | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17859.44     | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307442.61    | 0.11%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                           | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3649 | NS      | $525456.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9377.76      | 0.00%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD               | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2134 | NS      | $583030.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QG4T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64112 | PA      | $51744.89     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5084 | NS      | $776581.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $228400.00    | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895800 | PA      | $895590.04    | 0.32%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                       | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    278000 | PA      | $281089.81    | 0.10%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214600 | PA      | $222790.01    | 0.08%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    397400 | PA      | $387465.00    | 0.14%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     75202 | NS      | $6025184.24   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                    | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      6271 | NS      | $142288.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B9VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184595 | PA      | $142779.50    | 0.05%             | 2049-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    251000 | PA      | $241348.77    | 0.09%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza              | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     92468 | PA      | $84934.64     | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291327 | PA      | $232891.75    | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $40948.44     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93461.80     | 0.03%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                               | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4679 | NS      | $258889.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1166600 | PA      | $1168149.38   | 0.41%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     49424 | NS      | $8709991.52   | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQLJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7982 | PA      | $7750.33      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                            | Cytokinetics Inc                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      7409 | NS      | $244793.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1229700 | PA      | $1233927.09   | 0.44%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                    | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308154 | PA      | $304964.90    | 0.11%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd                | Hamilton Insurance Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     11738 | NS      | $253775.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    664034 | PA      | $604156.53    | 0.21%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69500 | PA      | $69985.96     | 0.02%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     39017 | NS      | $8559939.63   | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                     | MKS Inc                                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      5684 | NS      | $564762.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLEDO HOSPITAL/THE                         | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34958.88     | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN               | Texas Natural Gas Securitization Finance Corp                                   | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |     50000 | PA      | $50505.26     | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Merus NV                                    | Merus NV                                                                        | CUSIP: 000000000<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |      1597 | NS      | $84002.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247482.92    | 0.09%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4547 | NS      | $898214.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                  | Haleon PLC                                                                      | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     84277 | NS      | $873952.49    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1168500 | PA      | $1169230.31   | 0.41%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                      | SAP SE                                                                          | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4117 | NS      | $1251979.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68596.56     | 0.02%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4627 | NS      | $1443485.19   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25344 | PA      | $24510.42     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2796 | PA      | $2745.17      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                    | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348734.98    | 0.12%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                        | Celsius Holdings Inc                                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6633 | NS      | $307704.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RMG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23519 | PA      | $23572.00     | 0.01%             | 2065-12-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7347 | PA      | $6788.11      | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJ3A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129438 | PA      | $129107.56    | 0.05%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5029 | NS      | $557565.23    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                          | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      3420 | NS      | $439162.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc              | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       972 | NS      | $50038.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Government Portfolio               | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |   1973898 | NS      | $1973897.71   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555100 | PA      | $486232.91    | 0.17%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    514800 | PA      | $510939.00    | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp                               | Ralliant Corp                                                                   | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1309 | NS      | $63489.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3592 | NS      | $524503.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    251500 | PA      | $159751.62    | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28500 | PA      | $26066.37     | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers               | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    507000 | PA      | $501804.67    | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138YTVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23745 | PA      | $23030.11     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1235600 | PA      | $1237916.75   | 0.44%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                             | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      2352 | NS      | $389350.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    289200 | PA      | $281326.08    | 0.10%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    657503 | PA      | $537108.06    | 0.19%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166142.09    | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                       | New York Times Co/The                                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      6555 | NS      | $366948.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430333.20    | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48675.11     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70643.58     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJ6M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10846 | PA      | $10483.01     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $37265.63     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       881 | NS      | $342673.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23099.76     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16 | PA      | $15.73        | 0.00%             | 2065-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21944 | PA      | $21073.43     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                    | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100459.82    | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585367 | PA      | $471107.52    | 0.17%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45619 | PA      | $45694.40     | 0.02%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $2421.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                  | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5780 | NS      | $615859.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                    | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30515.09     | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49182 | PA      | $49239.04     | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735200 | PA      | $738531.38    | 0.26%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    479800 | PA      | $474852.06    | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157277 | PA      | $157419.09    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47624 | PA      | $45972.64     | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6413 | PA      | $6297.66      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                       | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      6537 | NS      | $1428269.13   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     93100 | PA      | $95667.52     | 0.03%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                        | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1797 | NS      | $185216.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202581.00    | 0.07%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XH4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37553 | PA      | $37051.68     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    139000 | PA      | $134974.20    | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                   | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     63492 | NS      | $885078.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559706 | PA      | $495679.63    | 0.18%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346000 | PA      | $299235.95    | 0.11%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10214 | PA      | $9721.83      | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31374CSR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177016 | PA      | $155032.40    | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ERL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265533 | PA      | $265038.01    | 0.09%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     27537 | NS      | $2968488.60   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                   | Kubota Credit Owner Trust 2023-2                                                | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241924.87    | 0.09%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     44276 | NS      | $9084106.92   | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    811200 | PA      | $818583.19    | 0.29%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    469100 | PA      | $447770.61    | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222000 | PA      | $217594.68    | 0.08%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    144000 | PA      | $141024.38    | 0.05%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN               | Texas Natural Gas Securitization Finance Corp                                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    167707 | PA      | $171528.05    | 0.06%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54317.40     | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2989 | NS      | $187230.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY OAK PIPELINE LLC                       | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24450.77     | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                    | Angel Oak Mortgage Trust 2019-6                                                 | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5762 | PA      | $5647.00      | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3990 | PA      | $3832.94      | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311008 | PA      | $299681.51    | 0.11%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc              | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      9713 | NS      | $1007820.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST MUNI ELEC AGY PWR               | Illinois Municipal Electric Agency                                              | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $184599.14    | 0.07%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132M8RV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4618 | PA      | $4396.55      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XKME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7805 | PA      | $7579.93      | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7020 | PA      | $6720.53      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                    | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15297.35     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166604 | PA      | $141716.71    | 0.05%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4582 | NS      | $540721.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137BVUA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176179 | PA      | $169853.26    | 0.06%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346174 | PA      | $315185.93    | 0.11%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1548 | NS      | $689169.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                   | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3400 | NS      | $596938.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                     | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3751 | NS      | $694685.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590800 | PA      | $599361.99    | 0.21%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WEAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7127 | PA      | $6892.90      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1993 | NS      | $1083016.13   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217443 | PA      | $208122.36    | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       863 | NS      | $854318.22    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16887 | NS      | $948205.05    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlife Securitization Trust                | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30519 | PA      | $29155.08     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                    | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      7815 | NS      | $326276.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4604 | NS      | $626190.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    521000 | PA      | $518354.30    | 0.18%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                       | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141684.58    | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48411 | PA      | $48666.71     | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2021-AL1 LLC                                                               | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42765 | PA      | $42206.41     | 0.01%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $181205.27    | 0.06%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                        | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1222 | NS      | $59682.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    172000 | PA      | $151239.19    | 0.05%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    762700 | PA      | $696619.20    | 0.25%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     23249 | NS      | $1636962.09   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJ6L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24384 | PA      | $23591.11     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AXBX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164491 | PA      | $153935.85    | 0.05%             | 2045-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $237083.79    | 0.08%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    543786 | PA      | $533411.87    | 0.19%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                        | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       817 | NS      | $154682.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                      | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       983 | NS      | $94476.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                  | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2842 | NS      | $368152.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1383206 | PA      | $1335803.04   | 0.47%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                         | BellRing Brands Inc                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      9726 | NS      | $563427.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17584 | PA      | $17429.10     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                   | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582617 | PA      | $593509.14    | 0.21%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AL3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130123 | PA      | $119375.60    | 0.04%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                     | Avidity Biosciences Inc                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2830 | NS      | $80372.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       106 | PA      | $105.18       | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2988 | NS      | $865683.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117936.68    | 0.04%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                | Unilever PLC                                                                    | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     16320 | NS      | $998294.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                            | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4227 | NS      | $291747.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125044 | PA      | $105133.44    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Ho              | Knight-Swift Transportation Holdings Inc                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19279 | NS      | $852710.17    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FUNDING TRUST                        | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138745.69    | 0.05%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    463600 | PA      | $467873.81    | 0.17%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Champion Homes Inc                          | Champion Homes Inc                                                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4641 | NS      | $290573.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95136.72     | 0.03%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL               | Philadelphia Authority for Industrial Development                               | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    270000 | PA      | $286817.60    | 0.10%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $119313.19    | 0.04%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                 | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2983 | NS      | $936483.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                               | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3256 | NS      | $682229.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127665 | PA      | $121082.38    | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    161600 | PA      | $161789.38    | 0.06%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                      | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137538.86    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93142.19     | 0.03%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052474<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788000 | PA      | $802282.50    | 0.28%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                 | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       386 | NS      | $125870.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FGMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121849 | PA      | $112621.63    | 0.04%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417631 | PA      | $425631.59    | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B0AP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245528 | PA      | $237984.30    | 0.08%             | 2054-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      6779 | NS      | $621159.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    574200 | PA      | $590618.53    | 0.21%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                      | Protective Life Global Funding                                                  | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263162.66    | 0.09%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    441500 | PA      | $370980.72    | 0.13%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132AEUX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7960 | PA      | $7730.59      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13200 | PA      | $13430.48     | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor              | Banc of America Commercial Mortgage Trust 2015-UBS7                             | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $153612.60    | 0.05%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166400 | PA      | $171567.50    | 0.06%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                            | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45550.52     | 0.02%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                  | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       442 | NS      | $225539.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MNTN Inc                                    | MNTN Inc                                                                        | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $15309.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                  | Cabot Corp                                                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2859 | NS      | $214425.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Fleet Lease Funding LLC              | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    150904 | PA      | $152832.24    | 0.05%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230766.81    | 0.08%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AX6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155753 | PA      | $147127.78    | 0.05%             | 2042-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215929.15    | 0.08%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1830 | NS      | $249465.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $404988.28    | 0.14%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      7413 | NS      | $668133.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AJUU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165176 | PA      | $160636.33    | 0.06%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12246 | PA      | $11287.48     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26276 | PA      | $26226.61     | 0.01%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3033 | NS      | $562985.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                    | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       869 | NS      | $249707.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REVENUE              | Kansas Development Finance Authority                                            | CUSIP: 485428ZX7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20201.26     | 0.01%             | 2026-05-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52974.75     | 0.02%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222813.49    | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1816 | PA      | $1790.48      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-RPL2 Trust                                                            | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355421 | PA      | $325443.65    | 0.12%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                    | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115448.20    | 0.04%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                          | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67014.35     | 0.02%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                       | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $143049.22    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $276231.86    | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    374000 | PA      | $315444.95    | 0.11%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                     | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $142719.74    | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    297400 | PA      | $287699.65    | 0.10%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                              | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25335.62     | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30239.40     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KQWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48586 | PA      | $48701.63     | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20206 | NS      | $5569783.90   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26912.29     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                  | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       374 | NS      | $190175.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $319570.05    | 0.11%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400400 | PA      | $367288.80    | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $19803.19     | 0.01%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ANUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34329 | PA      | $33598.08     | 0.01%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22992 | PA      | $20931.93     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    367700 | PA      | $369581.59    | 0.13%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Structure Therapeutics Inc                  | Structure Therapeutics Inc                                                      | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5188 | NS      | $107599.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1008 | NS      | $117623.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    277000 | PA      | $293620.00    | 0.10%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                 | James Hardie Industries PLC                                                     | CUSIP: 47030M106<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     24207 | NS      | $650926.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                | Freshpet Inc                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      4472 | NS      | $303917.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2018-3                                                  | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57220 | PA      | $53453.45     | 0.02%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -900000 | PA      | $-712265.58   | -0.25%            | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114536 | PA      | $92443.12     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                               | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     10214 | NS      | $911190.94    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                 | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1489 | NS      | $828822.07    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                         | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     10235 | NS      | $393024.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195785.88    | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580500 | PA      | $577529.47    | 0.20%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -282000 | PA      | $-286538.45   | -0.10%            | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325200 | PA      | $323510.49    | 0.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31307EP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2173 | PA      | $2126.50      | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000 | PA      | $41193.28     | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1164000 | PA      | $1120395.47   | 0.40%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -387000 | PA      | $-370310.63   | -0.13%            | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                      | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    303000 | PA      | $309166.67    | 0.11%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                    | Horizon Aircraft Finance III Ltd                                                | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    144587 | PA      | $132134.60    | 0.05%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    471100 | PA      | $421487.28    | 0.15%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $134996.09    | 0.05%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                           | Clean Harbors Inc                                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5898 | NS      | $1363499.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                     | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231714.57    | 0.08%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                     | Kymera Therapeutics Inc                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       971 | NS      | $42374.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3393 | NS      | $983664.63    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66089.61     | 0.02%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                             | WEA Finance LLC                                                                 | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29183.25     | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     26680 | NS      | $13270898.80  | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                  | Fluor Corp                                                                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     14505 | NS      | $743671.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                     | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $181733.60    | 0.06%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                    | Revolution Medicines Inc                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      2227 | NS      | $81931.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338281 | PA      | $297265.33    | 0.11%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    196300 | PA      | $197105.14    | 0.07%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23169 | PA      | $23130.44     | 0.01%             | 2065-08-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XMW51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15953 | PA      | $15450.58     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                      | Protective Life Global Funding                                                  | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151858.99    | 0.05%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         9 | NC      | $12171.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404612 | PA      | $405481.68    | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414225.36    | 0.15%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    688800 | PA      | $698540.06    | 0.25%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Newamsterdam Pharma Co NV                   | Newamsterdam Pharma Co NV                                                       | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Long             | EC               | CORP              | NL        |      6700 | NS      | $121337.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                                             | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    375000 | PA      | $388490.44    | 0.14%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT                     | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13803 | PA      | $13628.41     | 0.00%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    383300 | PA      | $365781.99    | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1895300 | PA      | $1898113.35   | 0.67%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                    | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    301000 | PA      | $309378.64    | 0.11%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29592 | PA      | $29628.50     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70000 | PA      | $57050.00     | 0.02%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115684 | PA      | $109718.63    | 0.04%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123797 | PA      | $123494.51    | 0.04%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                         | Ascendis Pharma A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       591 | NS      | $102006.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265294 | PA      | $225668.19    | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XAXV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159649 | PA      | $128854.58    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                    | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     10133 | NS      | $590956.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                    | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12965.33     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108569.48    | 0.04%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97713 | PA      | $97628.24     | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31307EQ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       991 | PA      | $973.27       | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    384925 | PA      | $361241.64    | 0.13%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505450 | PA      | $423752.21    | 0.15%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    348200 | PA      | $352865.34    | 0.12%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37498.21     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98059.68     | 0.03%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25991.38     | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                       | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      4767 | NS      | $537193.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      3612 | NS      | $300446.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                 | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1893 | NS      | $567616.05    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     11484 | NS      | $1233496.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9094 | NS      | $1668476.18   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    306000 | PA      | $308797.03    | 0.11%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                     | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      5150 | NS      | $507275.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FPWR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5043 | PA      | $4805.08      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550169 | PA      | $499848.04    | 0.18%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     17126 | NS      | $1674580.28   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                           | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1385 | NS      | $470692.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -208000 | PA      | $-187265.00   | -0.07%            | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                      | SPDR S&P 500 ETF Trust                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      4409 | NS      | $2724100.65   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       832 | NS      | $242661.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170856 | PA      | $139388.12    | 0.05%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334042.78    | 0.12%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                             | WEA Finance LLC                                                                 | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66961.63     | 0.02%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874282 | PA      | $889434.19    | 0.31%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                   | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3336 | NS      | $972377.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2155 | NS      | $1697342.65   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XMDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16552 | PA      | $15871.34     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                    | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $178965.84    | 0.06%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338288.04    | 0.12%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170500 | PA      | $176980.33    | 0.06%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp                   | Scholar Rock Holding Corp                                                       | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      1578 | NS      | $55892.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Forethought Variable Insurance Trust

**Signature:** Cameron Jeffreys, CFA

**Name of Signer:** Cameron Jeffreys, CFA

**Title:** Senior Vice President