# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020389
**Filing Date:** 2023-2
**Character Count:** 275873
**Document Hash:** b55c0cfbe1b1c7a73d25d2e330cf59e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020389.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020389

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 23598279

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Invesco Select Equity Income Managed Volatility Fund (Series ID: S000042340)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000131273 | Service Class  |  |
| C000131274 | Standard Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP Invesco Select Equity Income Managed Volatility Fund

- **b. EDGAR series identifier (if any):** S000042340

- **c. LEI of Series:** 549300ZEW728C6JJOH07

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $676350626.81

**Total Liabilities:** $234220747.37

**Net Assets:** $442129879.44

**Cash Not Reported:** $2054009.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131273 | 8.37%                | 4.99%                | -3.95%               |
| Class ID C000131274 | 8.40%                | 5.03%                | -3.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-231419.84              | $35220073.06                               |
| Month 2  | $2157560.23              | $17974265.51                               |
| Month 3  | $2761324.97              | $-20380455.82                              |

**Designated Index Information**

- **Index Name:** 85% Russell 1000 Value TR Idx, 15% Bloomberg US Govt/Credit Idx

- **Index Identifier:** 85% RU10VATR, 15% LUGCTRUU

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                                | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1377 | NS      | $295091.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2755 | NS      | $269521.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28694.15     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19811.59     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392295.24    | 0.09%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    315000 | PA      | $302068.33    | 0.07%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                           | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       865 | NS      | $283495.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                          | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     45458 | NS      | $2165619.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC                                            | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71290.61     | 0.02%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                             | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1067 | NS      | $231389.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                             | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1996 | NS      | $264649.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                 | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3942 | NS      | $1534305.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                    | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5901 | NS      | $297351.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    291000 | PA      | $265993.54    | 0.06%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28495.98     | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                  | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1316 | NS      | $274004.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                              | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       405 | NS      | $286995.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                    | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1134 | NS      | $290768.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                  | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     27434 | NS      | $260074.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                  | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     14224 | NS      | $2472700.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                        | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1131 | NS      | $278508.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                                | Dropbox Inc                                                                     | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    768000 | PA      | $693504.00    | 0.16%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                              | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3899 | NS      | $1040409.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                         | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      4695 | NS      | $277005.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                 | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      3516 | NS      | $1255570.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                 | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2084 | NS      | $291176.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                             | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     31099 | NS      | $2952850.05   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                          | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     89375 | NS      | $3006575.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                       | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      8016 | NS      | $252904.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    161000 | PA      | $111079.26    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                               | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     16422 | NS      | $1097810.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    327000 | PA      | $296762.66    | 0.07%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BioNTech SE                                                | BioNTech SE                                                                     | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      1776 | NS      | $266790.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                   | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3917.00      | 0.00%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |      4359 | NS      | $285732.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                 | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2620 | NS      | $272270.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                           | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1635 | NS      | $283688.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                   | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       594 | NS      | $276310.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                 | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $269173.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                | Shopify Inc                                                                     | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |    502000 | PA      | $428582.50    | 0.10%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                       | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2263 | NS      | $293533.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168932.93    | 0.04%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1981 | NS      | $301944.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                 | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       939 | NS      | $271164.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                                     | Sirius XM Holdings Inc                                                          | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     46238 | NS      | $270029.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                     | Liberty Broadband Corp                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      3425 | NS      | $261224.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                        | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     35830 | NS      | $2197095.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                 | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4470 | NS      | $297925.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                   | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      5848 | NS      | $399593.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9409 | NS      | $1948321.63   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                          | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     40211 | NS      | $7103273.15   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                         | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      4567 | NS      | $289684.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                            | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8163 | NS      | $2151195.39   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                 | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4008 | NS      | $240720.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    152000 | PA      | $110498.90    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                              | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44282.36     | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                  | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2052 | NS      | $291014.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                   | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AB4<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34936.90     | 0.01%             | 2034-11-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5030 | NS      | $2666805.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62193.38     | 0.01%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     34000 | PA      | $21836.33     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                              | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2013 | NS      | $282484.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                            | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     18943 | NS      | $1917221.03   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-129.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-130.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                       | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2001 | NS      | $281920.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1089 | NS      | $25057.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE                                      | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     34000 | PA      | $26362.48     | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    143000 | PA      | $104293.42    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43315.86     | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                        | GLOBALFOUNDRIES Inc                                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |      4380 | NS      | $236038.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                         | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2147 | NS      | $272368.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                              | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3707 | NS      | $282250.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                           | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    170956 | NS      | $7058773.24   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                        | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3200 | NS      | $283168.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division           | FTSE 100 IDX FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         7 | NC      | $151.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                    | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2438 | NS      | $283758.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                         | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3551 | NS      | $296863.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                              | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      2118 | NS      | $267630.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                    | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6787.24      | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                          | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3586 | NS      | $300686.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                              | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3572 | NS      | $318408.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2445 | NS      | $282544.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond - WI Reopening                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    824300 | PA      | $807041.22    | 0.18%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                           | Schlumberger Ltd                                                                | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      5529 | NS      | $295580.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355586.56    | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                              | Aircastle Ltd                                                                   | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    304000 | PA      | $300971.53    | 0.07%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33837.60     | 0.01%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8089 | NS      | $1307263.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                                         | Teladoc Health Inc                                                              | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    551000 | PA      | $423275.33    | 0.10%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                              | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      8669 | NS      | $1221375.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                               | Ferguson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |     12932 | NS      | $1641976.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                  | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5363 | NS      | $274263.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                            | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      5414 | NS      | $284830.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                              | Cable One Inc                                                                   | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    780000 | PA      | $612690.00    | 0.14%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                     | Jazz Investments I Ltd                                                          | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    249000 | PA      | $295998.75    | 0.07%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                             | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       984 | NS      | $303327.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                       | Southern Copper Corp                                                            | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      5009 | NS      | $302493.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                 | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      6704 | NS      | $302015.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    122000 | PA      | $93340.03     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                   | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAV5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $357141.59    | 0.08%             | 2023-03-11      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                   | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38837 | PA      | $33529.11     | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    299000 | PA      | $319544.51    | 0.07%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                               | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5954 | NS      | $3278808.26   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                      | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       559 | NS      | $255183.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                          | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $263238.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oglethorpe Power Corp                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     52000 | PA      | $40257.40     | 0.01%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                                   | Integra LifeSciences Holdings Corp                                              | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |    615000 | PA      | $596242.50    | 0.13%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                | Markel Corp                                                                     | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    273000 | PA      | $237982.18    | 0.05%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     10202 | NS      | $252295.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                          | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      4234 | NS      | $278089.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196459.44    | 0.04%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                        | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     34571 | NS      | $1977115.49   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     69000 | PA      | $54876.59     | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                   | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      6468 | NS      | $268227.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                       | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3087 | NS      | $289437.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                          | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2095 | NS      | $271344.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                      | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2331 | NS      | $279533.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                   | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2759 | NS      | $322830.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                   | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2021 | NS      | $302442.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3307 | NS      | $342241.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                    | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378875.00    | 0.09%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                    | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $39622.31     | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                                 | Splunk Inc                                                                      | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     14372 | NS      | $1237285.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                      | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16850 | NS      | $842163.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                       | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      8729 | NS      | $287184.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950500 | PA      | $969955.55    | 0.22%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1066 | NS      | $308212.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    223000 | PA      | $190876.68    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      6072 | NS      | $274636.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                  | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       882 | NS      | $287690.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                               | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      7433 | NS      | $277696.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                  | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1383 | NS      | $305089.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                          | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3764 | NS      | $307029.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                   | Snap Inc                                                                        | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    476000 | PA      | $403172.00    | 0.09%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                  | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     24997 | NS      | $297714.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      8004 | NS      | $1264151.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                   | American Equity Investment Life Holding Co                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    244000 | PA      | $231042.36    | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    240000 | PA      | $201435.92    | 0.05%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                           | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170582.42    | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                   | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47992.14     | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                      | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1190 | NS      | $295250.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                      | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     32772 | NS      | $1114903.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES C                                   | John Bean Technologies Corp                                                     | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    475000 | PA      | $407787.50    | 0.09%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47106.14     | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                            | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      4249 | NS      | $297897.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11748.58     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59283.55     | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                        | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1761 | NS      | $264079.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                        | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1322 | NS      | $304245.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    113913 | NS      | $3983537.61   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 3                                    | Match Group Financeco 3 Inc                                                     | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |    277000 | PA      | $238774.00    | 0.05%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                              | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      2869 | NS      | $293326.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                         | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      2300 | NS      | $289202.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Castparts Corp                                   | Precision Castparts Corp                                                        | CUSIP: 740189AG0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31970.82     | 0.01%             | 2023-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                          | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182167.84    | 0.04%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                 | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35911.24     | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    444000 | PA      | $331229.35    | 0.07%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                              | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1827 | NS      | $272022.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                               | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1011 | NS      | $281684.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                   | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      9553 | NS      | $290124.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                   | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     10346 | NS      | $302310.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     22626 | NS      | $978121.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                    | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     33730 | NS      | $1023591.41   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINANCE CO III                                   | KKR Group Finance Co III LLC                                                    | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24299.13     | 0.01%             | 2044-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                 | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2080 | NS      | $274164.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47863.95     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Seagen Inc                                                 | Seagen Inc                                                                      | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $288119.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $293101.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                                  | FleetCor Technologies Inc                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1568 | NS      | $288010.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                              | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     50467 | NS      | $3922295.24   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6471 | NS      | $278447.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     23512 | NS      | $1382035.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                 | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4016 | NS      | $260116.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                         | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       947 | NS      | $250917.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                         | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     11108 | NS      | $272923.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1629 | NS      | $294295.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                      | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1687 | NS      | $278726.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                              | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      8058 | NS      | $1355033.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                        | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1623 | NS      | $284203.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                        | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     19843 | NS      | $1413218.46   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                               | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     20463 | NS      | $1678170.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3033 | NS      | $267601.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                                      | Boston Properties Inc                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      4168 | NS      | $281673.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                   | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1249 | NS      | $309889.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4324 | NS      | $450041.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                   | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      3984 | NS      | $279876.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      2579 | NS      | $290730.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $47495.57     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                          | Kimco Realty Corp                                                               | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    185000 | PA      | $153025.91    | 0.03%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                   | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     13087 | NS      | $2718955.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     18736 | NS      | $299026.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                            | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4435 | NS      | $316703.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                  | Avnet Inc                                                                       | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61576.70     | 0.01%             | 2026-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1994 | NS      | $292220.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                            | Brookfield Corp                                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39104.64     | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                              | Ingredion Inc                                                                   | CUSIP: 219023AC2<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22688.63     | 0.01%             | 2037-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33988.11     | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                     | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6768 | NS      | $313155.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $162516.71    | 0.04%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                 | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     11369 | NS      | $1449547.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                  | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3105 | NS      | $288299.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28683.59     | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                 | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1297 | NS      | $269944.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    159000 | PA      | $151346.97    | 0.03%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      6223 | NS      | $3192212.31   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3431 | NS      | $310505.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                            | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10143 | NS      | $299522.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                         | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     77000 | PA      | $57844.52     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                         | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1990 | NS      | $315335.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                      | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      6577 | NS      | $1039363.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                             | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     35867 | NS      | $2760324.32   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TWDC Enterprises 18 Corp                                   | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50186.61     | 0.01%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                 | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       975 | NS      | $269997.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      4000 | PA      | $3392.57      | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                  | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      4489 | NS      | $282088.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8261700 | PA      | $8262022.70   | 1.87%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                 | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     14621 | NS      | $1477744.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                       | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      4709 | NS      | $299586.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2064 | NS      | $312819.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    151000 | PA      | $124212.55    | 0.03%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                    | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3242 | NS      | $273300.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32517.80     | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                          | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     27358 | NS      | $2122160.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                       | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       612 | NS      | $297731.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                               | CUSIP: 20826FAF3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17325.38     | 0.00%             | 2034-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                    | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19707.28     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15009.49     | 0.00%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     10622 | NS      | $2116327.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                              | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       990 | NS      | $280942.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1180 | NS      | $285902.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                     | MSCI EMGMKT MAR23                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         8 | NC      | $-5070.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1990 | NS      | $332986.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1592 | NS      | $284299.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $85944.30     | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78408.08     | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                      | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1186 | NS      | $292254.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINAN CO XII                                     | KKR Group Finance Co XII LLC                                                    | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $150315.61    | 0.03%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                     | Cox Communications Inc                                                          | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     58000 | PA      | $34773.97     | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    156000 | PA      | $148787.27    | 0.03%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13252 | NS      | $3178094.64   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38730.07     | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                       | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1526 | NS      | $321833.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                           | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     15834 | NS      | $267277.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                 | Fiserv Inc                                                                      | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136529.53    | 0.03%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                            | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4509 | NS      | $280685.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                    | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     10077 | NS      | $2562581.10   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1368 | NS      | $289824.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                 | Airbnb Inc                                                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    749000 | PA      | $616427.00    | 0.14%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                            | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1781 | NS      | $251904.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $91816.60     | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                         | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1382 | NS      | $283157.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90697.44     | 0.02%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                          | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1605 | NS      | $259014.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                              | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2835 | NS      | $290842.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                      | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2784 | NS      | $271105.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                  | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      4147 | NS      | $261219.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                         | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      5937 | NS      | $266155.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-298.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                    | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1116 | NS      | $287448.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                                | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1627 | NS      | $292241.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                 | Kellogg Co                                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      4125 | NS      | $293865.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                               | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      6986 | NS      | $1708007.14   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                     | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     11108 | NS      | $1867143.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                                | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     15006 | NS      | $220738.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                               | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6440 | NS      | $303968.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                        | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      1968 | NS      | $286678.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                   | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1193 | NS      | $276477.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                   | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      8337 | NS      | $2039063.46   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                     | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     64000 | PA      | $63631.69     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1917 | NS      | $280150.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33142.43     | 0.01%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                            | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4038 | NS      | $323887.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43200 | NS      | $7753968.00   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                         | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     39667 | NS      | $2538688.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                  | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       893 | NS      | $300521.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis North America Inc                                   | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21400.07     | 0.00%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                    | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     15597 | NS      | $271699.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS                                   | Supernus Pharmaceuticals Inc                                                    | CUSIP: 868459AD0<br>LEI: 549300GRM36VBKISYJ58 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155235.00    | 0.04%             | 2023-04-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                       | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1833 | NS      | $287561.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                    | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     45333 | NS      | $787881.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                               | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     20627 | NS      | $2320537.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp                                          | Barrick Gold Corp                                                               | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     52518 | NS      | $902259.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                   | Halozyme Therapeutics Inc                                                       | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     86000 | PA      | $101318.75    | 0.02%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                             | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37179.08     | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                        | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29206.68     | 0.01%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                 | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      7727 | NS      | $2560264.18   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104143.84    | 0.02%             | 2023-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    333000 | PA      | $280311.34    | 0.06%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                              | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     12623 | NS      | $1831092.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                              | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1872 | NS      | $289298.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  35853019 | NS      | $35853018.87  | 8.11%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       352 | NS      | $297098.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     50583 | NS      | $4713829.77   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     13718 | NS      | $1860709.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                 | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    328000 | PA      | $304394.75    | 0.07%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                      | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     29867 | NS      | $2049772.21   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4308.04      | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                               | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1340 | NS      | $270948.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                         | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     18759 | NS      | $1629781.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-6199.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                 | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      3246 | NS      | $299573.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     15005 | NS      | $2236345.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1764 | NS      | $291906.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                              | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3250 | NS      | $272740.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     23568 | NS      | $3341706.72   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                    | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    156000 | PA      | $151160.55    | 0.03%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                           | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     35993 | NS      | $2289514.73   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                               | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5666 | NS      | $277010.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       993 | NS      | $278228.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                   | Apollo Management Holdings LP                                                   | CUSIP: 03765HAA9<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261927.36    | 0.06%             | 2024-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                 | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3684 | NS      | $276742.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96094.78     | 0.02%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                 | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      3022 | NS      | $258381.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                 | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2845 | NS      | $281569.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                           | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     58911 | NS      | $6497883.30   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      8718 | NS      | $278452.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                     | Liberty Broadband Corp                                                          | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    383000 | PA      | $369595.00    | 0.08%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                            | TripAdvisor Inc                                                                 | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39126.50     | 0.01%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                      | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16992.31     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                     | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     11299 | NS      | $298067.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                  | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     13650 | NS      | $1581637.38   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4844 | NS      | $306770.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA                                      | Liberty Latin America Ltd                                                       | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    396000 | PA      | $351450.00    | 0.08%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                      | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      3527 | NS      | $292353.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253912.88    | 0.06%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                  | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     39981 | NS      | $256678.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                   | Nationwide Financial Services Inc                                               | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34702.46     | 0.01%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                    | Activision Blizzard Inc                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      3987 | NS      | $305204.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                     | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6715 | NS      | $248723.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                    | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3106 | NS      | $296032.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                   | Jackson National Life Global Funding                                            | CUSIP: 46849LSS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41011.40     | 0.01%             | 2024-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                      | Lantheus Holdings Inc                                                           | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90621.00     | 0.02%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                              | Wolfspeed Inc                                                                   | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    404000 | PA      | $349258.00    | 0.08%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                            | Lucid Group Inc                                                                 | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26240 | NS      | $179219.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                        | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     84000 | PA      | $67519.96     | 0.02%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                              | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       829 | NS      | $280177.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                           | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3657 | NS      | $282612.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                     | First Republic Bank/CA                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2423 | NS      | $295339.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                            | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     41668 | NS      | $3316772.80   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35562.42     | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                                | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3751 | NS      | $301280.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128381.90    | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                      | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2914 | NS      | $295858.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                             | NIKKEI 225 (OSE) MAR23                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         4 | NC      | $-48103.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                       | Western Digital Corp                                                            | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    359000 | PA      | $341947.50    | 0.08%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                     | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       934 | NS      | $288512.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                                | Markel Corp                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       232 | NS      | $305657.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                               | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      5069 | NS      | $247468.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                             | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1290 | NS      | $298725.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2715500 | PA      | $2698103.83   | 0.61%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56739.18     | 0.01%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     24000 | PA      | $14842.21     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    118000 | PA      | $79289.97     | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                           | CUSIP: 04685A2J9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237787.87    | 0.05%             | 2024-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                        | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $295935.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1026 | NS      | $302546.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                 | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90588.48     | 0.02%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $128037.01    | 0.03%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1790 | NS      | $287545.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53364.75     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                     | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1127 | NS      | $299049.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45001.08     | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                      | Texas Instruments Inc                                                           | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19449.90     | 0.00%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                 | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1995 | NS      | $290392.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                             | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       848 | NS      | $294875.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                      | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2207 | NS      | $284680.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     15575 | NS      | $286735.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352670.04    | 0.08%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                      | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      7753 | NS      | $261043.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                           | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8912 | NS      | $931482.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                               | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1946 | NS      | $1088066.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     83000 | PA      | $71103.84     | 0.02%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1028 | NS      | $269993.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                          | DISH Network Corp                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    883000 | PA      | $553199.50    | 0.13%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    179843 | NS      | $5956400.16   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137350.67    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                   | Tandem Diabetes Care Inc                                                        | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    186000 | PA      | $168255.60    | 0.04%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                   | Snap Inc                                                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     28086 | NS      | $251369.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    161000 | PA      | $126315.09    | 0.03%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      1396 | NS      | $295840.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                          | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      5982 | NS      | $272480.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                  | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1640 | NS      | $202015.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                       | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    653000 | PA      | $621166.25    | 0.14%             | 2025-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      6811 | NS      | $297027.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                                            | GS Finance Corp                                                                 | CUSIP: 36255HBG2<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    896000 | PA      | $860160.00    | 0.19%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                           | Campbell Soup Co                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      5641 | NS      | $320126.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                        | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     69266 | NS      | $1381928.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11148.43     | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                         | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       943 | NS      | $297855.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WDC2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219915.38    | 0.05%             | 2023-01-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     38901 | NS      | $1028153.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $45514.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                     | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21929.38     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    102000 | PA      | $78150.13     | 0.02%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      8088 | NS      | $313005.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                  | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     19359 | NS      | $314777.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                   | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17462.56     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                        | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2181 | NS      | $264664.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                        | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2824 | NS      | $310046.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                 | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1691 | NS      | $292881.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                      | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $73950.17     | 0.02%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      8232 | NS      | $270503.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                              | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     21119 | NS      | $245613.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                    | Guardian Life Global Funding                                                    | CUSIP: 40139LAF0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    291000 | PA      | $282605.16    | 0.06%             | 2024-05-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES                                     | Neurocrine Biosciences Inc                                                      | CUSIP: 64125CAD1<br>LEI: 549300FECER0XBN49756 | Long             | DBT              | CORP              | US        |    251000 | PA      | $395701.50    | 0.09%             | 2024-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                               | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4770 | NS      | $304278.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                            | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      6368 | NS      | $264208.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1016 | NS      | $284794.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     15202 | NS      | $4423782.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                   | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     66257 | NS      | $2052641.86   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     16040 | NS      | $290003.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      6313 | NS      | $2167757.94   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48968.40     | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276436.07    | 0.06%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59565.91     | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      7996 | NS      | $303848.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                             | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       740 | NS      | $287319.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Capital Trust II                                       | AMG Capital Trust II                                                            | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6068 | NS      | $312502.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                 | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     17680 | NS      | $1351636.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                               | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45151.13     | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                  | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      1746 | NS      | $282013.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2085.79      | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3190200 | PA      | $3168765.84   | 0.72%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    208000 | PA      | $136947.75    | 0.03%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                 | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      4735 | NS      | $321269.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7200 | PA      | $7488.56      | 0.00%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $37969.46     | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                    | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1210 | NS      | $287169.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                 | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2598 | NS      | $294197.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                     | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      8260 | NS      | $286043.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                           | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7609 | NS      | $319121.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                        | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3457 | NS      | $289662.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECH CORP                                         | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25433.03     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                 | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       713 | NS      | $305705.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                         | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8807 | NS      | $1444612.21   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     60851 | NS      | $5066454.26   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      3913 | NS      | $283183.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                    | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1302 | NS      | $286830.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                  | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4165 | NS      | $299630.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                                     | NextGen Healthcare Inc                                                          | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $121708.75    | 0.03%             | 2027-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                          | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3649 | NS      | $305932.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3004 | NS      | $309381.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $148485.96    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                              | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2021 | NS      | $290094.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    317000 | PA      | $317000.00    | 0.07%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                         | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9100 | NS      | $1095094.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                 | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      6026 | NS      | $308772.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                               | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1498 | NS      | $307749.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                            | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2702 | NS      | $313621.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                     | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5042 | NS      | $301410.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                    | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       849 | NS      | $272002.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3428 | NS      | $304817.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                      | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      2107 | NS      | $279303.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                 | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     48883 | NS      | $1925990.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORPORATION                                         | Markel Corp                                                                     | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28954.41     | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3643 | NS      | $297778.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                                 | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4439 | NS      | $270290.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Inc                                              | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21739.24     | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                 | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     61340 | NS      | $6190432.80   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                     | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      8021 | NS      | $702479.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                  | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3937 | NS      | $293739.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                         | Liberty Global PLC                                                              | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     14758 | NS      | $286747.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                               | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     32672 | NS      | $1516634.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    186000 | PA      | $180208.47    | 0.04%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35594.01     | 0.01%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74584.59     | 0.02%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                        | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4036 | NS      | $730516.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $375653.46    | 0.08%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                              | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1672 | NS      | $318499.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     92000 | PA      | $69175.03     | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122585.61    | 0.03%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                               | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1404 | NS      | $262365.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                   | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2126 | NS      | $223846.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                    | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       968 | NS      | $290535.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                             | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3223 | NS      | $239114.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                            | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     12888 | NS      | $276189.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-177.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                          | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2189 | NS      | $296828.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX 50 MAR23                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        25 | NC      | $-35599.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                 | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2118 | NS      | $286798.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                   | Halozyme Therapeutics Inc                                                       | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    715000 | PA      | $692209.38    | 0.16%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3740 | NS      | $287493.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                     | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1794 | NS      | $297283.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                        | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     25053 | NS      | $2876084.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                     | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $76741.85     | 0.02%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    974400 | PA      | $802814.25    | 0.18%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $156.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                    | Becton Dickinson and Co                                                         | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29329.10     | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                        | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6727 | NS      | $277488.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       682 | NS      | $294685.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                          | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     28443 | NS      | $1749528.93   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                               | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      3590 | NS      | $298077.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                     | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     17354 | NS      | $1668919.99   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                     | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3132 | NS      | $285419.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                           | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6575 | NS      | $300543.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                        | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      9147 | NS      | $296362.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                     | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1764 | NS      | $246148.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9341.41      | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     18077 | NS      | $1793238.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTORAGE LP                                             | LifeStorage LP/CA                                                               | CUSIP: 84610WAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $37368.21     | 0.01%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                        | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     14772 | NS      | $1418998.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                               | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     51085 | NS      | $2011216.45   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      2506 | NS      | $294404.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     68000 | PA      | $80246.49     | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                            | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2332 | NS      | $298682.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    217000 | PA      | $154878.28    | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                              | Zoom Video Communications Inc                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      3619 | NS      | $245151.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $57081.82     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                       | Booking Holdings Inc                                                            | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     61000 | PA      | $81246.15     | 0.02%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1088200 | PA      | $1161185.91   | 0.26%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110333.40    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      3861 | NS      | $283783.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                               | DocuSign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      6326 | NS      | $350586.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268385.32    | 0.06%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                     | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2958 | NS      | $310116.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $42096.84     | 0.01%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1267 | NS      | $298353.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    224000 | PA      | $180511.81    | 0.04%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                           | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6518 | NS      | $296699.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     38212 | NS      | $3248784.24   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     31200 | NS      | $251472.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63770.60     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                            | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       662 | NS      | $310524.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48159.86     | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                               | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     13951 | NS      | $3186268.89   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                            | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      5218 | NS      | $1250024.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71027.25     | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                               | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11431 | NS      | $1256724.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    389000 | PA      | $387426.75    | 0.09%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                   | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     88000 | PA      | $57634.15     | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                 | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     33037 | NS      | $1457813.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     20906 | NS      | $1480144.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                          | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5811 | NS      | $2442363.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                               | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       120 | NS      | $295941.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                             | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     68394 | NS      | $278363.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                      | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      4078 | NS      | $254344.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                   | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       899 | NS      | $279921.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                         | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1284 | NS      | $308108.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                    | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189451.08    | 0.04%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                              | Cable One Inc                                                                   | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    407000 | PA      | $302401.00    | 0.07%             | 2028-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     86000 | PA      | $78773.91     | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                        | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3735 | NS      | $292487.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                   | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       785 | NS      | $295968.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                 | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4586 | NS      | $279241.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                         | Unity Software Inc                                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      8520 | NS      | $243586.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       561 | NS      | $306087.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The                  | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     37114 | NS      | $2814354.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                     | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1891 | NS      | $258650.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                | Heineken NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $84994.82     | 0.02%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                        | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2271 | NS      | $277470.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                              | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      4241 | NS      | $1590883.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $94414.94     | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13137 | NS      | $283233.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1680 | NS      | $296385.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                 | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       550 | NS      | $281704.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                  | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1695 | NS      | $289963.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        63 | NC      | $-322989.61   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                              | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      6122 | NS      | $272918.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28252.58     | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                              | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12119 | NS      | $294249.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                             | Air Lease Corp                                                                  | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5898.23      | 0.00%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    292000 | PA      | $184321.33    | 0.04%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9315 | NS      | $265104.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    137000 | PA      | $107298.72    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                               | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      4436 | NS      | $285013.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                     | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3804 | NS      | $306640.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $341752.21    | 0.08%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                 | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      5999 | NS      | $293711.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                               | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       894 | NS      | $285445.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $102503.63    | 0.02%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                                              | CUSIP: 907818DZ8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31939.32     | 0.01%             | 2045-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1953 | NS      | $253753.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                               | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1119 | NS      | $297004.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     68000 | PA      | $54564.11     | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                  | ANSYS Inc                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1212 | NS      | $292807.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                              | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       401 | NS      | $289317.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P MID 400 EMINI MAR23                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        34 | NC      | $-228415.51   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                   | Northern Oil and Gas Inc                                                        | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    118000 | PA      | $126850.00    | 0.03%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                   | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33920.15     | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26583.80     | 0.01%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                               | Avangrid Inc                                                                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      6968 | NS      | $299484.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                                         | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $43953.00     | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                            | GS Finance Corp                                                                 | CUSIP: 36255HBE7<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    890000 | PA      | $869352.00    | 0.20%             | 2029-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Automatic Data Processing Inc                              | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1154 | NS      | $275644.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                      | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9738 | NS      | $179471.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                   | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51394.94     | 0.01%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2753 | NS      | $273813.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    566200 | PA      | $563103.59    | 0.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45799.42     | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                           | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       307 | NS      | $259795.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      2675 | NS      | $268222.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                 | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4509 | NS      | $276627.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245701.60    | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | BP CURRENCY FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         8 | NC      | $-6546.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES INC                                        | Spirit Airlines Inc                                                             | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    174000 | PA      | $140070.00    | 0.03%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                            | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       495 | NS      | $275343.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1476 | NS      | $286875.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     34935 | NS      | $1146217.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                            | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     17576 | NS      | $2460640.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                        | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2212 | NS      | $300279.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                           | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       208 | NS      | $300653.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                      | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     14291 | NS      | $2679419.59   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                 | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      3884 | NS      | $1317064.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                         | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     81275 | NS      | $3308705.25   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     40150 | NS      | $1244650.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                    | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1868 | NS      | $274932.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA PHARMACEUTICALS                                     | Pacira BioSciences Inc                                                          | CUSIP: 695127AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476000 | PA      | $428697.50    | 0.10%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                        | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      8572 | NS      | $281675.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                         | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     51000 | PA      | $39396.56     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28247.90     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37616.33     | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     35358 | NS      | $1699659.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                       | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       756 | NS      | $1523551.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                     | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2420 | NS      | $263925.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                                 | Splunk Inc                                                                      | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $966994.80    | 0.22%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                      | American Airlines 2014-1 Class A Pass Through Trust                             | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23029 | PA      | $19875.37     | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3600 | PA      | $3817.27      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                  | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2735 | NS      | $254710.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    137000 | PA      | $121805.14    | 0.03%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      7813 | NS      | $278611.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     58002 | NS      | $6435321.90   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       456 | NS      | $298693.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                  | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     11986 | NS      | $300489.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | JPN YEN CURR FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         8 | NC      | $28588.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                    | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      8932 | NS      | $246612.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                       | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3800 | NS      | $299402.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1986 | NS      | $310689.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                 | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1752 | NS      | $323576.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                             | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      6729 | NS      | $2253811.26   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                           | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1313 | NS      | $309014.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 2                                    | Match Group Financeco 2 Inc                                                     | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221406.25    | 0.05%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50819.93     | 0.01%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                                | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       905 | NS      | $310034.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                             | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4857 | NS      | $1776884.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                    | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1520 | NS      | $286580.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    248000 | PA      | $236876.84    | 0.05%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     28000 | PA      | $18695.40     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3015 | NS      | $299449.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2170 | NS      | $290997.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                             | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      7916 | NS      | $311494.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     17672 | NS      | $1484448.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FIN USA LTD                                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $19817.38     | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                     | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     10022 | NS      | $269291.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                    | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29181 | PA      | $26850.60     | 0.01%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                         | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      6892 | NS      | $272371.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                              | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2578 | NS      | $302992.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-119.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                     | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1104 | NS      | $284511.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                     | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       701 | NS      | $285979.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                       | JetBlue Airways Corp                                                            | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    248000 | PA      | $180811.11    | 0.04%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4583 | NS      | $301103.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                 | VMware Inc                                                                      | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      2506 | NS      | $307636.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                                 | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    239000 | PA      | $222388.67    | 0.05%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                   | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      5372 | NS      | $273810.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     31212 | NS      | $2245703.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                        | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     20951 | NS      | $3095510.25   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                        | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    688000 | PA      | $737880.00    | 0.17%             | 2024-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                  | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      3043 | NS      | $278617.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                             | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    154000 | PA      | $138371.71    | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | EURO FX CURR FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         8 | NC      | $17181.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                 | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2986 | NS      | $277578.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                        | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     36042 | NS      | $2208293.34   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                           | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     52105 | NS      | $3295120.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      5719 | NS      | $270623.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34001.19     | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                                   | United Airlines 2012-1 Class A Pass Through Trust                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23959 | PA      | $23203.52     | 0.01%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                             | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1791 | NS      | $281097.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3533 | NS      | $303308.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $84686.67     | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                        | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39585.18     | 0.01%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65704.70     | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                             | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     66221 | NS      | $7814078.00   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                     | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147018 | PA      | $144817.22    | 0.03%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                                              | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8861.02      | 0.00%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    166000 | PA      | $126906.34    | 0.03%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP