# EDGAR Filing Document

**Accession Number:** 0000873803
**File Stem:** 0001410368-25-018735
**Filing Date:** 2025-10
**Character Count:** 363445
**Document Hash:** ff5a13f7842082f158098b2c9ae8d803
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-018735.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001410368-25-018735

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06292
- **FILM NUMBER:** 251422198

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $241112865.21

**Total Liabilities:** $20699008.49

**Net Assets:** $220413856.72

**Cash Not Reported:** $712832.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -179.31000000 | **1-Year:** -2446.69000000 | **5-Year:** -4319.67000000 | **10-Year:** -7096.29000000 | **30-Year:** -3306.88000000

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

- **3-Month:** -112.24000000 | **1-Year:** -1008.76000000 | **5-Year:** 1081.88000000 | **10-Year:** -472.76000000 | **30-Year:** -77.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006689 | 4.35%                | 1.42%                | 2.08%                |
| Class ID C000006692 | 4.37%                | 1.43%                | 2.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1422914.81              | $7183423.56                                |
| Month 2  | $1716292.49              | $1205297.53                                |
| Month 3  | $1931032.73              | $1850829.77                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                             | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54950.79     | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                      | Honeywell International, Inc.                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       624 | NS      | $136968.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190716 | PA      | $1000416.40   | 0.45%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings, Inc.                                            | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34934.70     | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp.                                                                    | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94906.69     | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24179.52     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group, Inc.                                                               | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54618.60     | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                            | Time Warner Cable LLC                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25896.21     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC/Ashton Woods Finance Co.                                 | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $35470.87     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                         | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       158 | NS      | $8190.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                     | Nordson Corp.                                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        42 | NS      | $9453.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc     | Charles River Laboratories International, Inc.                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        63 | NS      | $10288.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                 | EPAM Systems, Inc.                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        52 | NS      | $9170.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                        | Jabil, Inc.                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       100 | NS      | $20483.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co. of New York, Inc.                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102028.14    | 0.05%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3580 | NS      | $247342.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                     | Assurant, Inc.                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        67 | NS      | $14445.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                   | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       864 | NS      | $221400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receivables Trust         | GM Financial Revolving Receivables Trust                                      | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1454703.15   | 0.66%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                       | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       257 | NS      | $171419.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                    | Dynatrace, Inc.                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     11673 | NS      | $590653.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                           | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1400000 | PA      | $1397297.71   | 0.63%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource, Inc.                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102287.27    | 0.05%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                              | Allegiant Travel Co.                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264495.66    | 0.12%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                        | L3Harris Technologies, Inc.                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       184 | NS      | $51082.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                          | Zebra Technologies Corp.                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        56 | NS      | $17757.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                        | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2277 | NS      | $26504.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp.                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29640.59     | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple, Inc.                                                                   | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77490.72     | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3725000 | PA      | $3805497.25   | 1.73%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service, Inc.                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       729 | NS      | $63743.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp.                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5678 | NS      | $617539.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp.                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89867.83     | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140XLG77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939609 | PA      | $795930.79    | 0.36%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                    | Blackrock, Inc.                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1177 | NS      | $1326643.78   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                    | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       573 | NS      | $148962.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                       | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       231 | NS      | $42688.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                                 | Hilton USA Trust                                                              | CUSIP: 43289VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $120058.25    | 0.05%             | 2035-11-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial, Inc.                                                          | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55084.46     | 0.02%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $105621.26    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                         | Blue Racer Midstream LLC/Blue Racer Finance Corp.                             | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $87021.02     | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co., Inc.                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1011 | NS      | $112241.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust                                                    | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40585 | PA      | $39054.61     | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                        | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153177.47    | 0.07%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                         | Raising Cane's Restaurants LLC                                                | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    178000 | PA      | $187631.94    | 0.09%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       810 | NS      | $47457.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       320 | NS      | $25708.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T, Inc.                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    217000 | PA      | $149326.28    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74345.58     | 0.03%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD           | GoldenTree Loan Management U.S. CLO 8 Ltd.                                    | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $470203.04    | 0.21%             | 2034-10-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                         | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $870880.68    | 0.40%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings, Inc.                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33992.57     | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                        | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        53 | NS      | $28523.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       647 | NS      | $122354.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                    | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      2790 | NS      | $469501.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp.                                                              | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248743.71    | 0.11%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc       | Expeditors International of Washington, Inc.                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       127 | NS      | $15308.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269739.14    | 0.12%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                          | Delta Air Lines Pass-Through Trust                                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77113 | PA      | $72786.97     | 0.03%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    167000 | PA      | $159050.90    | 0.07%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                 | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       130 | NS      | $18112.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                         | MSCI, Inc.                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        87 | NS      | $49391.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                       | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1122 | NS      | $47281.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                      | Viatris, Inc.                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1171 | NS      | $12354.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3049 | NS      | $753285.94    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates, Inc.                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        74 | NS      | $12081.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                        | Pool Corp.                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        32 | NS      | $9942.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co., Inc.                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       376 | NS      | $53959.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31418TK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2840 | PA      | $2885.77      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                       | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       226 | NS      | $88370.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     10000 | PA      | $10178.51     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1661 | NS      | $99493.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp.                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103228.28    | 0.05%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       590 | NS      | $131906.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34731.10     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2110 | NS      | $373828.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty. Ltd.                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15318.92     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.             | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $44003.05     | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       617 | NS      | $193454.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm, Inc.                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10423.60     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                       | NetApp, Inc.                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       186 | NS      | $20978.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49705.00     | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                          | VistaJet Malta Finance PLC/Vista Management Holding, Inc.                     | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     41000 | PA      | $42638.97     | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2852 | NS      | $883749.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $144365.47    | 0.07%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp.                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    239000 | PA      | $143090.53    | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service, Inc.                                                   | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37753.26     | 0.02%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5664 | NS      | $946624.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                    | Advanced Drainage Systems, Inc.                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      5574 | NS      | $802488.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                               | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        61 | NS      | $58336.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings, Inc.                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61338.76     | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22799.66     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36267.11     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp.                                                          | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106322.93    | 0.05%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51543.39     | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan, Inc.                                                           | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159810.32    | 0.07%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       856 | NS      | $208427.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       161 | NS      | $17312.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                               | Valero Energy Corp.                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        89 | NS      | $13528.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                       | AbbVie, Inc.                                                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171836.15    | 0.08%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1070 | NS      | $116480.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     15453 | NS      | $1269927.54   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150597.49    | 0.07%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                              | Northern Trust Corp.                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       221 | NS      | $29012.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                        | News Corp.                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       398 | NS      | $11705.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149579.78    | 0.07%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                          | Marathon Petroleum Corp.                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        90 | NS      | $16173.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                              | Axon Enterprise, Inc.                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44449.53     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                      | Revvity, Inc.                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       105 | NS      | $9461.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25629.60     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co. LLC                                               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30884.99     | 0.01%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36576.85     | 0.02%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     25285 | NS      | $1821784.25   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128KQV86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30611 | PA      | $31752.86     | 0.01%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       207 | NS      | $57144.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                          | Howard Midstream Energy Partners LLC                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $111581.63    | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                            | Transocean Aquila Ltd.                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     16308 | PA      | $16744.64     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp.                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    120000 | PA      | $73358.90     | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                    | DR Horton, Inc.                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       225 | NS      | $38133.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                      | Paychex, Inc.                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       316 | NS      | $44067.78     | 0.02%             |  |  |  | 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      | $-203.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                         | MarketAxess Holdings, Inc.                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        48 | NS      | $8824.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $3029827.50   | 1.37%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group, Inc.                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       453 | NS      | $28194.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp.                                                                  | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166342.22    | 0.08%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita, Inc.                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25863.30     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34184.94     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group, Inc.                                                           | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99035.92     | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                  | Schlumberger NV                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       408 | NS      | $15030.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                                | Amsted Industries, Inc.                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88088.51     | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                      | Zscaler, Inc.                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2764 | NS      | $765766.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $175546.88    | 0.08%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1553 | NS      | $326751.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co.                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       443 | NS      | $27359.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                    | Universal Health Services, Inc.                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        45 | NS      | $8171.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                  | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       204 | NS      | $34149.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC                                                      | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399807.65    | 0.18%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Note Trust                         | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252403.15    | 0.11%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia                                                           | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95947.55     | 0.04%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                   | Seagate Data Storage Technology Pte. Ltd.                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     25000 | PA      | $26554.88     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MJ2F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82674 | PA      | $73523.94     | 0.03%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom, Inc.                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145891.59    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99412.35     | 0.05%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp.                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155772.82    | 0.07%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup, Inc.                                                               | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221509.43    | 0.10%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1977041.02   | 0.90%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                          | Flagstar Mortgage Trust                                                       | CUSIP: 33849NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129376 | PA      | $122336.07    | 0.06%             | 2048-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       904 | NS      | $445418.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $22554.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        49 | NS      | $16752.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      2043 | NS      | $191531.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                     | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       162 | NS      | $19154.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32479 | PA      | $31805.71     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J.M. Smucker Co.                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107517.61    | 0.05%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp              | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       406 | NS      | $29333.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $216090.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                       | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       214 | NS      | $15705.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140XLDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697084 | PA      | $584307.80    | 0.27%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                         | eBay, Inc.                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       414 | NS      | $37512.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                             | WEC Energy Group, Inc.                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       616 | NS      | $65610.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       147 | NS      | $18348.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                           | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       413 | NS      | $37801.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL, Inc.                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55104.31     | 0.03%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46765.17     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M Co                                            | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       529 | NS      | $82275.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                         | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      6959 | NS      | $538417.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                         | Agilent Technologies, Inc.                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       240 | NS      | $30158.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd.                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $150075.58    | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                             | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64861.29     | 0.03%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155675.99    | 0.07%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm, Inc.                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24462.88     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                         | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $192800.00    | 0.09%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp.                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76943.54     | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                              | NOVA Chemicals Corp.                                                          | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11522.95     | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     16033 | NS      | $16033.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards Mortgage Trust                                                   | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $509687.15    | 0.23%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                            | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      7056 | NS      | $839734.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     17949 | NS      | $1038888.12   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                      | HubSpot, Inc.                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       892 | NS      | $430987.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MILE Trust                                       | MILE Trust                                                                    | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150046.83    | 0.07%             | 2042-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202255.25    | 0.09%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                      | Snap-on, Inc.                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        38 | NS      | $12359.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2021 | NS      | $195167.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp.                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28279.13     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                        | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       402 | NS      | $110578.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                       | Sprint LLC                                                                    | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150745.88    | 0.07%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       194 | NS      | $15196.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp. Ltd.                                                                | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      8000 | PA      | $8018.98      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The             | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       431 | NS      | $89406.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos., Inc.                                                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     10782 | NS      | $726652.89    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                        | Caesars Entertainment, Inc.                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       217 | NS      | $5809.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCG Receivables Trust                            | CCG Receivables Trust                                                         | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372631 | PA      | $375419.06    | 0.17%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association, TBA                                 | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600000 | PA      | $612024.00    | 0.28%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                            | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1160 | NS      | $790980.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                            | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       245 | NS      | $79519.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1096 | NS      | $79339.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                | Newell Brands, Inc.                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26383.63     | 0.01%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp.                                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18108.88     | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd.                                            | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41698.48     | 0.02%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC/ARU Finance Corp.                         | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $86790.22     | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                       | DaVita, Inc.                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        40 | NS      | $5510.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLMT LLC                                        | DLLMT LLC                                                                     | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $479696.94    | 0.22%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                       | Viasat, Inc.                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61956.40     | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp.                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159582.75    | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust                                                  | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $658310.25    | 0.30%             | 2029-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 102 CLO Ltd.                                                           | CUSIP: 26253TAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752646.75    | 0.34%             | 2036-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                               | First Horizon Corp.                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     42725 | NS      | $965585.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                     | Allegion PLC                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        79 | NS      | $13414.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3965 | NS      | $134691.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                         | Blue Owl Technology Finance Corp.                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174153.03    | 0.08%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp.                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     92000 | PA      | $93192.96     | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                      | Invesco Ltd.                                                                  | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       391 | NS      | $8558.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                | General Motors Co.                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212222.44    | 0.10%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       337 | NS      | $55985.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                    | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       198 | NS      | $53036.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp.                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       167 | NS      | $85129.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                           | Jones Lang LaSalle, Inc.                                                      | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214892.44    | 0.10%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp.                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       277 | NS      | $16536.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines, Inc.                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100111.60    | 0.05%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                         | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1355 | NS      | $49416.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelon Corp                                      | Exelon Corp.                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1873 | NS      | $81812.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd.                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     33000 | PA      | $35295.45     | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                          | GE Capital International Funding Co. Unlimited Co.                            | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193554.22    | 0.09%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese U.S. Holdings LLC                                                    | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119726.39    | 0.05%             | 2029-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                        | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $203772.89    | 0.09%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp.                                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $69519.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1113 | NS      | $103297.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                    | CME Group, Inc.                                                               | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149454.83    | 0.07%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                              | Paycom Software, Inc.                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        41 | NS      | $9313.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                            | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1394 | NS      | $65267.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC/Directv Financing Co-Obligor, Inc.                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12923.55     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain, Inc.                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     55000 | PA      | $54515.16     | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                      | McAfee Corp.                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    134000 | PA      | $123748.41    | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co.                                                  | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77851.28     | 0.04%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5956 | NS      | $968624.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares, Inc.                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      1568 | NS      | $27926.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                               | Enphase Energy, Inc.                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       127 | NS      | $4787.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                               | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       195 | NS      | $4765.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust                                              | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $287003.52    | 0.13%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                        | Gates Industrial Corp. PLC                                                    | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     22611 | NS      | $577937.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co.                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62605.89     | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       810 | NS      | $164008.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                    | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       403 | NS      | $107403.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                         | Super Micro Computer, Inc.                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       455 | NS      | $18900.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KNIFE RIVER CORP                                 | Knife River Corp.                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47196.36     | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2179 | NS      | $634437.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                              | PayPal Holdings, Inc.                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1028 | NS      | $72155.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC/Directv Financing Co-Obligor, Inc.                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14924.99     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix, Inc.                                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102893.36    | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                     | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       384 | NS      | $11151.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                            | Dell Technologies, Inc.                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       284 | NS      | $34690.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP/PAA Finance Corp.                             | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204017.13    | 0.09%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     23993 | NS      | $5108349.63   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems, Inc.                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48084.49     | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                  | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84230 | PA      | $84300.52     | 0.04%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm, Inc.                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70019.19     | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                      | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       117 | NS      | $15628.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                         | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       438 | NS      | $28470.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31416XSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10585 | PA      | $10300.74     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust                                              | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $588967.38    | 0.27%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                     | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      7279 | NS      | $828204.62    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31390MGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45578 | PA      | $48155.27     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water U.S. Holding Corp.                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $122729.94    | 0.06%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $109433.49    | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | OHA Credit Partners XV Ltd.                                                   | CUSIP: 67707BAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251550.25    | 0.11%             | 2037-04-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                        | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1107230.52   | 0.50%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                         | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1852 | NS      | $651496.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                    | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1291 | NS      | $29137.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                  | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2088 | NS      | $192722.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing LLC                                                | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87002 | PA      | $87435.43     | 0.04%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       392 | NS      | $61308.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       377 | NS      | $54876.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      7188 | NS      | $758334.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                       | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       174 | NS      | $18461.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co.                                                              | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184065.77    | 0.08%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140H2Z43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54832 | PA      | $50423.21     | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                    | Westlake Corp.                                                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      5997 | NS      | $526656.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                       | ResMed, Inc.                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       131 | NS      | $35960.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       197 | NS      | $62774.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                      | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       208 | NS      | $27693.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1166 | NS      | $116774.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                  | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $12031.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $78917.25     | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                            | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       236 | NS      | $55424.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       120 | NS      | $21710.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $228882.83    | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222782.51    | 0.10%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                      | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       194 | NS      | $32871.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                       | Biogen, Inc.                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       125 | NS      | $16527.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association, TBA                                 | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375000 | PA      | $349584.00    | 0.16%             | 2055-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                        | Block, Inc.                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       544 | NS      | $43324.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                       | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       592 | NS      | $81802.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                             | Edison International                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       710 | NS      | $39852.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                         | Perrigo Finance Unlimited Co.                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $15093.56     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                           | TKO Group Holdings, Inc.                                                      | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $13079.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                          | Akamai Technologies, Inc.                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       149 | NS      | $11790.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp.                                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140996.60    | 0.06%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                | Amsted Industries, Inc.                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57772.75     | 0.03%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103894.01    | 0.05%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                          | Paramount Skydance Corp.                                                      | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       193 | NS      | $2837.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EQT CORP                                         | EQT Corp.                                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148245.15    | 0.07%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                             | Generac Holdings, Inc.                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        56 | NS      | $10374.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                               | ABIOMED, Inc.                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |        76 | NS      | $127.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       313 | NS      | $35985.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp.                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       204 | NS      | $92948.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust          | Hyundai Auto Lease Securitization Trust                                       | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278649.03    | 0.13%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp.                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48155.91     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54858.52     | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3875000 | PA      | $3897746.25   | 1.77%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.                           | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146828.67    | 0.07%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                   | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       492 | NS      | $126965.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line, Inc.                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       177 | NS      | $26721.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                               | BMO Mortgage Trust                                                            | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510528.15    | 0.23%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                              | Cirsa Finance International SARL                                              | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    112500 | PA      | $136649.91    | 0.06%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                         | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $929171.38    | 0.42%             | 2031-05-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $117250.30    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                         | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $83207.44     | 0.04%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                           | Telecom Italia Capital SA                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     59000 | PA      | $64380.96     | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                       | Hasbro, Inc.                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       116 | NS      | $9415.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                      | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       132 | NS      | $52594.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36202C6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82 | PA      | $83.36        | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                      | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       198 | NS      | $45702.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                      | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       226 | NS      | $82087.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                        | IDEX Corp.                                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        60 | NS      | $9870.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                | Ralph Lauren Corp.                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        29 | NS      | $8610.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                      | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       134 | NS      | $22077.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73196.27     | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MJ2B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81512 | PA      | $72490.03     | 0.03%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust                                                                      | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124514 | PA      | $123930.72    | 0.06%             | 2030-03-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies, Inc.                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        42 | NS      | $23640.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       220 | NS      | $61595.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association, TBA                                 | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1364491.50   | 0.62%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     19723 | NS      | $9993446.87   | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP/USA Compression Finance Corp.                     | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $186563.83    | 0.08%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                     | Insulet Corp.                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        65 | NS      | $22092.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                   | A.O. Smith Corp.                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       133 | NS      | $9481.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                             | Align Technology, Inc.                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        65 | NS      | $9227.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp.                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        64 | NS      | $10736.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80452.62     | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31417KTY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5448 | PA      | $5657.84      | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                            | Bread Financial Holdings, Inc.                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60911.07     | 0.03%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co.                                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       250 | NS      | $48245.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114315.90    | 0.05%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $118668.01    | 0.05%             | 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        |       148 | NS      | $28239.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                               | Regal Rexnord Corp.                                                           | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5956 | NS      | $889409.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                      | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     33000 | PA      | $32695.52     | 0.01%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise, Inc.                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        71 | NS      | $53057.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                    | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       639 | NS      | $112847.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials, Inc.                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       724 | NS      | $116390.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                         | Prime Healthcare Services, Inc.                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66042.24     | 0.03%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                        | Occidental Petroleum Corp.                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       165 | NS      | $7855.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                               | Trade Desk, Inc.                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       427 | NS      | $23339.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                        | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     10241 | NS      | $814466.73    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                          | Rockwell Automation, Inc.                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       106 | NS      | $36403.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137493 | PA      | $122780.77    | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                      | Moderna, Inc.                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       300 | NS      | $7227.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                        | Constellation Energy Corp.                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       602 | NS      | $185403.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       309 | NS      | $120945.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                  | Star Parent, Inc.                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67753.28     | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association, TBA                                 | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $385042.80    | 0.17%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        35 | NS      | $9477.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       217 | NS      | $90185.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance U.S., Inc.                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85149.99     | 0.04%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                       | Pinnacle West Capital Corp.                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       244 | NS      | $21803.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                      | Trimble, Inc.                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       183 | NS      | $14790.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                         | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       117 | NS      | $38234.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERA SERVICES LLC                              | Artera Services LLC                                                           | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     89000 | PA      | $77771.29     | 0.04%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     61537 | NS      | $10718514.66  | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       186 | NS      | $13697.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $83351.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty. Ltd.                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $78001.46     | 0.04%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                              | Williams-Sonoma, Inc.                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       123 | NS      | $23147.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc               | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      6897 | NS      | $737220.33    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M8M68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5864 | PA      | $6093.20      | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99900.02     | 0.05%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp.                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30467.29     | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101175.85    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                        | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       390 | NS      | $139113.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                          | KeyCorp                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       998 | NS      | $19321.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust                                              | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $577667.64    | 0.26%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      5496 | NS      | $1282051.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                             | Waste Management, Inc.                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2743 | NS      | $620987.77    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       869 | NS      | $76550.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines, Inc.                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280466.70    | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $161922.59    | 0.07%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                      | Hubbell, Inc.                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        48 | NS      | $20687.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -7 | NC      | $-134292.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5029 | NS      | $1073842.37   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                         | Florida Power & Light Co.                                                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48275.57     | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89074.29     | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       237 | NS      | $71306.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                     | Dayforce, Inc.                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       180 | NS      | $12558.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMYRNA READY MIX CONCRET                         | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51115.97     | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                    | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       184 | NS      | $37105.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                           | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1281 | NS      | $105759.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive, Inc.                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       697 | NS      | $72264.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                 | W.R. Berkley Corp.                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       322 | NS      | $23084.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1107 | NS      | $80977.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications, Inc.                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37517.63     | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204438.16    | 0.09%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines, Inc.                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101980.40    | 0.05%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     10702 | NS      | $1266902.76   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104479.79    | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                            | CNX Midstream Partners LP                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $99601.14     | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp.                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141383.28    | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       145 | NS      | $35063.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       143 | NS      | $54048.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                      | Gartner, Inc.                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        70 | NS      | $17583.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4426 | NS      | $910915.06    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                    | Principal Financial Group, Inc.                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       232 | NS      | $18678.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6813 | NS      | $660724.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                     | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       596 | NS      | $46946.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                         | Lyft, Inc.                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     34220 | NS      | $555048.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                      | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       130 | NS      | $19280.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $745.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications, Inc.                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20758.54     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP/MPT Finance Corp.                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     56000 | PA      | $53047.26     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp.                                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41148.72     | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                       | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       153 | NS      | $11366.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                       | Airbnb, Inc.                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       381 | NS      | $49731.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                       | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       520 | NS      | $51989.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3998 | NS      | $456931.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                         | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $153547.98    | 0.07%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                      | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       698 | NS      | $46786.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                           | Franklin Resources, Inc.                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       399 | NS      | $10238.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP/USA Compression Finance Corp.                     | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29006.18     | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp.                                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       556 | NS      | $39792.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings, Inc.                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115839.05    | 0.05%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91461.52     | 0.04%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health, Inc.                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82678.13     | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                          | Zebra Technologies Corp.                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33887.11     | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45703.76     | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       110 | NS      | $22763.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co.                                                            | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39869.45     | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $87524.62     | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    209000 | PA      | $181437.79    | 0.08%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1924 | NS      | $301510.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                  | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502312.70    | 0.23%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20723 | PA      | $20169.77     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                           | Marvell Technology, Inc.                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8686 | NS      | $546045.39    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                        | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $328886.16    | 0.15%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison, Inc.                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       678 | NS      | $66599.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE OP CO                             | Public Storage Operating Co.                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $176957.40    | 0.08%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                             | Kyndryl Holdings, Inc.                                                        | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211754.01    | 0.10%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123006.72    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                              | NOVA Chemicals Corp.                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42965.00     | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                | Lithia Motors, Inc.                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72233.11     | 0.03%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                      | MetLife, Inc.                                                                 | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109088.85    | 0.05%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp.                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95573.27     | 0.04%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       940 | NS      | $128413.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp.                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       113 | NS      | $9560.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                          | Texas Pacific Land Corp.                                                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $7467.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust                                                   | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780271 | PA      | $780027.69    | 0.35%             | 2038-07-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                        | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36171 | PA      | $36191.57     | 0.02%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP/Antero Midstream Finance Corp.                   | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36779.30     | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                           | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5675 | NS      | $2854411.50   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                     | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       296 | NS      | $72594.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $235083.46    | 0.11%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                 | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       382 | NS      | $757853.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group, Inc.                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19423.75     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                        | DLLST LLC                                                                     | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515664.95   | 0.69%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America, Inc.                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61111.02     | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co.                                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321053.96    | 0.15%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $71342.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       459 | NS      | $554586.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                       | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       246 | NS      | $86205.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       317 | NS      | $150034.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36202DAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       180 | PA      | $184.30       | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                | Bristow Group, Inc.                                                           | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208320.11    | 0.09%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                            | Bath & Body Works, Inc.                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84180.46     | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co.                                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64472.11     | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                         | Teachers Insurance & Annuity Association of America                           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40295.98     | 0.02%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                     | Xylem, Inc.                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       235 | NS      | $33266.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                   | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3649 | NS      | $2172213.21   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                            | Republic Services, Inc.                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       195 | NS      | $45624.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                         | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7772 | NS      | $227641.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                            | Southwest Airlines Co.                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       556 | NS      | $18292.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY LTD                                      | Academy Ltd.                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45047.21     | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     10776 | NS      | $3204674.64   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications, Inc.                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66979.97     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                         | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507074.45    | 0.23%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590448.72    | 0.27%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                        | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       472 | NS      | $135799.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      7146 | NS      | $362588.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405010 | PA      | $324362.89    | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd               | Norwegian Cruise Line Holdings Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       360 | NS      | $8942.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                         | Archrock Partners LP/Archrock Partners Finance Corp.                          | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11036.84     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries, Inc.                                                      | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67965.00     | 0.03%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97469.47     | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203245 | PA      | $1011187.10   | 0.46%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                        | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4049 | NS      | $1351839.63   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                       | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1671 | NS      | $81594.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Squaretwo Financial Corp                         | SquareTwo Financial Corp.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp.                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     44000 | PA      | $49666.98     | 0.02%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                          | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10351.26     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health, Inc.                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $83373.37     | 0.04%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot, Inc.                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       862 | NS      | $350635.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications, Inc.                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63344.00     | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                       | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102713.15    | 0.05%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                              | Alliant Energy Corp.                                                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       493 | NS      | $32079.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67025.02     | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                   | Brink's Co.                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46277.69     | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot, Inc.                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104176.14    | 0.05%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4064 | NS      | $98958.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2268246.20   | 1.03%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $21405.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                             | Bank                                                                          | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $305978.44    | 0.14%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric & Gas Co.                                             | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233061.93    | 0.11%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379290 | PA      | $348868.51    | 0.16%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                            | Bath & Body Works, Inc.                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26037.75     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines, Inc./AAdvantage Loyalty IP Ltd.                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $80441.52     | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36211B4Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154747 | PA      | $161798.93    | 0.07%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                         | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151009.62    | 0.07%             | 2033-03-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                       | Evergy, Inc.                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       467 | NS      | $33278.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4949.42      | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54166.84     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings, Inc.                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78666.14     | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                        | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      4206 | NS      | $64267.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117923.57    | 0.05%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions, Inc.                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $15646.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       148 | NC      | $62214.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237937.27    | 0.11%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| News Corp                                        | News Corp.                                                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        99 | NS      | $3353.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                              | Abbott Laboratories                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1526 | NS      | $202439.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                       | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       212 | NS      | $48986.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                     | Veralto Corp.                                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       233 | NS      | $24742.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2050000 | PA      | $1776081.05   | 0.81%             | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       386 | NS      | $29467.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                    | Ford Motor Co.                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3340 | NS      | $39311.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines, Inc.                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69763.38     | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing LLC                                                | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200685.04    | 0.09%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64275.77     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                          | Husky Injection Molding Systems Ltd./Titan Co-Borrower LLC                    | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     89000 | PA      | $93391.08     | 0.04%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                             | Duke Energy Ohio, Inc.                                                        | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201416.10    | 0.09%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                     | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      5904 | NS      | $804301.92    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust                                               | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2352 | PA      | $2333.08      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                  | Match Group, Inc.                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       278 | NS      | $10380.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      8125 | NS      | $1109468.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp.                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478013.59    | 0.22%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153992.59    | 0.07%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                      | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     96000 | PA      | $95961.61     | 0.04%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $146487.77    | 0.07%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                               | Domino's Pizza, Inc.                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        33 | NS      | $15123.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198761.88    | 0.09%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                             | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       121 | NS      | $91881.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                   | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       377 | NS      | $27796.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co.                                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41211.94     | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp.                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1771 | NS      | $57575.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                         | Huntsman International LLC                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173180.39    | 0.08%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                       | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        80 | NS      | $26053.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                           | NXP BV/NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $103565.00    | 0.05%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co.                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40182.57     | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248522.81    | 0.11%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     68000 | PA      | $69086.50     | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       514 | NS      | $13867.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                 | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        75 | NS      | $9506.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1111128 | PA      | $946822.34    | 0.43%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                        | Cincinnati Financial Corp.                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       165 | NS      | $25344.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       335 | NS      | $249658.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                         | AT&T, Inc.                                                                    | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186947.71    | 0.08%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38842.20     | 0.02%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                      | Rollins, Inc.                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       283 | NS      | $16000.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp.                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39709.77     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       189 | NS      | $173399.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                           | CenterPoint Energy, Inc.                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1207 | NS      | $45515.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $30962.40     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1106.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm, Inc.                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97077.79     | 0.04%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3500876 | NS      | $3500876.32   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $26435.37     | 0.01%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                     | FactSet Research Systems, Inc.                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        47 | NS      | $17546.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc       | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       552 | NS      | $38535.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                | Erie Indemnity Co.                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        26 | NS      | $9213.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148284.87    | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co.                                                             | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147755.71    | 0.07%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1875000 | PA      | $1943137.50   | 0.88%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                       | Dexcom, Inc.                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       330 | NS      | $24862.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN IV                                | Teva Pharmaceutical Finance Netherlands IV BV                                 | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $229359.38    | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                            | Bread Financial Holdings, Inc.                                                | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165635.02    | 0.08%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6709 | PA      | $6839.96      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                     | NiSource, Inc.                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       811 | NS      | $34280.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp.                                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1012 | NS      | $44143.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                              | General Electric Co.                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1041 | NS      | $286483.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC/ARU Finance Corp.                         | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50900.35     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64953 | PA      | $58075.33     | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Corp                                         | APA Corp.                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       145 | NS      | $3366.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AHEAD DB HOLDINGS LLC                            | Ahead DB Holdings LLC                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45102.42     | 0.02%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KBR INC                                          | KBR, Inc.                                                                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39512.52     | 0.02%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                       | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       244 | NS      | $116788.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                            | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74813.18     | 0.03%             | 2066-11-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp.                                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83207.28     | 0.04%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                               | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2121 | NS      | $533028.51    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                          | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      8324 | NS      | $797772.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                      | MetLife, Inc.                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       601 | NS      | $48897.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                          | Illinois Tool Works, Inc.                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       256 | NS      | $67750.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                        | MGM Resorts International                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       139 | NS      | $5516.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                        | Aflac, Inc.                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       535 | NS      | $57170.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                          | VistaJet Malta Finance PLC/Vista Management Holding, Inc.                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $90965.07     | 0.04%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                | Eversource Energy                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       708 | NS      | $45361.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                           | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        57 | NS      | $17848.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp.                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1486 | NS      | $182020.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                         | Transocean Titan Financing Ltd.                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     71238 | PA      | $73117.57     | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5915 | NS      | $4369410.50   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                       | Pfizer, Inc.                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4987 | NS      | $123478.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                     | VeriSign, Inc.                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        78 | NS      | $21322.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       310 | NS      | $45619.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                  | Bio-Techne Corp.                                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       124 | NS      | $6774.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica, Inc.                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        97 | NS      | $19613.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp.                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       512 | NS      | $51087.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                  | First Solar, Inc.                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      2089 | NS      | $407751.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25343.45     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4505 | NS      | $199256.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                            | Molina Healthcare, Inc.                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        68 | NS      | $12296.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6561 | NS      | $1483638.93   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                       | CarMax, Inc.                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $8220.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                        | Block, Inc.                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22794.84     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                         | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1284 | NS      | $203642.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                               | Voya Financial, Inc.                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     10203 | NS      | $766143.27    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       512 | NS      | $41646.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp.                                         | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188256.59    | 0.09%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40815.88     | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                | CF Industries, Inc.                                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199796.44    | 0.09%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                     | KKR & Co., Inc.                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       726 | NS      | $101269.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                   | Globe Life, Inc.                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        84 | NS      | $11755.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JERROLD FINCO PLC                                | Jerrold Finco PLC                                                             | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $140627.75    | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown, Inc.                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       261 | NS      | $25303.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                    | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3547 | NS      | $832409.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                          | FTAI Aviation Investors LLC                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379861.79    | 0.17%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31279 | PA      | $28063.48     | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                | Newell Brands, Inc.                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4344.91      | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                     | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       199 | NS      | $62625.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $130043.29    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                         | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       225 | NS      | $95332.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                          | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       233 | NS      | $85511.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODU                         | Installed Building Products, Inc.                                             | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58894.10     | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                        | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267920 | PA      | $268112.23    | 0.12%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp.                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        92 | NS      | $5018.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       265 | NS      | $162437.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                   | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       788 | NS      | $135063.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                         | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43473.65     | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                  | Gen Digital, Inc.                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       471 | NS      | $14224.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media, Inc.                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44172.64     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com, Inc.                                                              | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89287.80     | 0.04%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                | Allstate Corp.                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       293 | NS      | $59610.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       140 | NS      | $10232.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup, Inc.                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172811.65    | 0.08%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                           | Allegion U.S. Holding Co., Inc.                                               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154372.91    | 0.07%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                       | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       140 | NS      | $25040.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                              | Cardinal Health, Inc.                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       205 | NS      | $30499.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                      | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       152 | NS      | $44324.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                      | Equinor ASA                                                                   | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $46147.61     | 0.02%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita, Inc.                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101086.06    | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                         | Snap, Inc.                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45467.73     | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492538 | PA      | $489311.49    | 0.22%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94151.23     | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                              | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       798 | NS      | $52029.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       691 | NS      | $363680.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                | Devon Energy Corp.                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     20268 | NS      | $731674.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines, Inc./AAdvantage Loyalty IP Ltd.                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     66500 | PA      | $66550.47     | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                           | Skyworks Solutions, Inc.                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       146 | NS      | $10941.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                   | Transocean, Inc.                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      3750 | PA      | $3970.07      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                         | LKQ Corp.                                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       196 | NS      | $6393.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       593 | NS      | $112978.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co.                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189927.24    | 0.09%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $2292.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp.                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       998 | NS      | $88013.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                              | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       273 | NS      | $56374.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $131905.29    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                              | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       554 | NS      | $73128.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                   | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        36 | NS      | $5219.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                     | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       440 | NS      | $23003.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines, Inc.                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52397.30     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       223 | NS      | $32774.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust                                           | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $347961.50    | 0.16%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    118000 | PA      | $126005.00    | 0.06%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $651.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment, Inc.                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4299 | NS      | $715740.51    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70901.48     | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Datadog Inc                                      | Datadog, Inc.                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       280 | NS      | $38270.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings, Inc.                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48379.37     | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93598.01     | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P Mid-Cap ETF                     | iShares Core S&P Mid-Cap ETF                                                  | CUSIP: 464287507<br>LEI: 549300ODQWH5PC0IUZ78 | Long             | EC               | RF                | US        |     54995 | NS      | $3583474.20   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group, Inc.                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36053.33     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health, Inc.                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15448.40     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup, Inc.                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $19935.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $126415.11    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8199 | NS      | $553514.49    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -10 | NC      | $-2360.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms, Inc.                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47964.14     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                 | Bank of New York Mellon Corp.                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       764 | NS      | $80678.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                          | PTC, Inc.                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       119 | NS      | $25406.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1330 | NS      | $200138.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                    | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       892 | NS      | $28445.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANC                         | LYB International Finance II BV                                               | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $148120.33    | 0.07%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                  | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        43 | NS      | $21187.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm, Inc.                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46072.49     | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese U.S. Holdings LLC                                                    | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258241.75    | 0.12%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     16306 | NS      | $1295185.58   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp.                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    216000 | PA      | $209038.83    | 0.09%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1585464 | PA      | $1321837.24   | 0.60%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                  | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       462 | NS      | $193596.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp.                                                                  | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69585.83     | 0.03%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4300000 | OU      | $-92819.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2060.89      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems, Inc.                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        48 | NS      | $40116.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       983 | NS      | $157997.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                        | Kroger Co.                                                                    | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114012.98    | 0.05%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                      | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      4079 | NS      | $576281.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp.                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92383.64     | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                      | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       174 | NS      | $13947.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust                                                  | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152872.02    | 0.07%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust                                           | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151973.45    | 0.07%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                 | Hartford Insurance Group, Inc.                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156159.62    | 0.07%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64402 | PA      | $57752.66     | 0.03%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries, Inc.                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37915.01     | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                            | Freedom Mortgage Corp.                                                        | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58741.65     | 0.03%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| AutoZone Inc                                     | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        15 | NS      | $62977.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp.                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       390 | NS      | $19340.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                         | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       113 | NS      | $58173.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                               | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       152 | NS      | $61401.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143597 | PA      | $126167.59    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One           | Liberty Media Corp.-Liberty Formula One                                       | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $779220.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                         | Bio-Rad Laboratories, Inc.                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      3291 | NS      | $980323.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       397 | NS      | $34292.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                         | KLA Corp.                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       122 | NS      | $106384.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp.                                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103979.34    | 0.05%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                       | Copart, Inc.                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       873 | NS      | $42611.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                     | AES Corp.                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1544 | NS      | $20905.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp.                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1863 | NS      | $1099244.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd.                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $102569.80    | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                 | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       293 | NS      | $38766.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                           | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        66 | NS      | $9818.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                          | NVR, Inc.                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $24352.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE BIDCO PLC                               | Pinnacle Bidco PLC                                                            | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122673.86    | 0.06%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                       | CENT Trust                                                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506582.25    | 0.23%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                              | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       236 | NS      | $40580.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       112 | NS      | $76903.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     11000 | PA      | $11285.68     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp.                                                             | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64469.90     | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                           | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       985 | NS      | $26979.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences, Inc.                                                         | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44833.59     | 0.02%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics, Inc.                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       126 | NS      | $33783.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                       | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       107 | NS      | $32491.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                | ASGN, Inc.                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59700.69     | 0.03%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                     | Tapestry, Inc.                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       199 | NS      | $20262.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co. LP/PTL Finance Corp.                                 | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156943.00    | 0.07%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                        | Keysight Technologies, Inc.                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       154 | NS      | $25168.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                           | Brundage-Bone Concrete Pumping Holdings, Inc.                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4988.77      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                           | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198809.10    | 0.09%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67902.02     | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       316 | NS      | $33180.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International, Inc.                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69939.16     | 0.03%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier, Inc.                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10542.87     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                     | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       336 | NS      | $16080.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247723.42    | 0.11%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                     | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       170 | NS      | $102598.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co.                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $120476.55    | 0.05%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     33857 | NS      | $7859563.98   | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup, Inc.                                                               | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174924.78    | 0.08%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    156000 | PA      | $163034.90    | 0.07%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       558 | NS      | $114847.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                            | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72041.87     | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC/Prime Finance, Inc.                      | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44986.24     | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36178GFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20406 | PA      | $19574.24     | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     67000 | PA      | $71413.56     | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier, Inc.                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $96063.92     | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing LLC                                                | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973957 | PA      | $976552.27    | 0.44%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                            | AAR Escrow Issuer LLC                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41160.70     | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                         | Lennox International, Inc.                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        25 | NS      | $13946.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        94 | NS      | $54585.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets, Inc.                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       109 | NS      | $25718.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                         | Builders FirstSource, Inc.                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       104 | NS      | $14422.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                           | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46787.98     | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                          | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43548.33     | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                   | Bombardier, Inc.                                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6036.89      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple, Inc.                                                                   | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133717.07    | 0.06%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                          | Blue Owl Technology Finance Corp.                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129386.91    | 0.06%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86691.29     | 0.04%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                             | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       393 | NS      | $68421.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                    | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1225 | NS      | $586272.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing, Inc.                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       395 | NS      | $120099.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151598.04    | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial, Inc.                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       393 | NS      | $43096.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan, Inc.                                                           | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150570.61    | 0.07%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        53 | NC      | $603935.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp.                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86603.25     | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer, Inc.                                                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $320101.00    | 0.15%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                       | Nasdaq, Inc.                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       414 | NS      | $39222.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312276.40    | 0.14%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                   | Aon Global Ltd.                                                               | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87413.41     | 0.04%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International, Inc.                                               | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171760.52    | 0.08%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85155 | PA      | $76363.40     | 0.03%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407698 | PA      | $326859.66    | 0.15%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63181 | PA      | $60077.14     | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53779.50     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger, Inc.                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        38 | NS      | $38513.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands, Inc.                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24655.73     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                      | Equifax, Inc.                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       117 | NS      | $28817.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53924.93     | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                              | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       740 | NS      | $33869.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings, Inc.                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128250.00    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                            | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44547.76     | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                   | iShares Russell 1000 Value ETF                                                | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |     56382 | NS      | $11368302.66  | 5.16%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile US Inc                                  | T-Mobile U.S., Inc.                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4350 | NS      | $1096156.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                 | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        22 | NS      | $28622.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                 | Interpublic Group of Cos., Inc.                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       429 | NS      | $11514.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                            | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       254 | NS      | $68963.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       103 | NS      | $27354.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp                             | Deckers Outdoor Corp.                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       144 | NS      | $17226.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     29777 | NS      | $832862.69    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58981.88     | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp.                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146392.96    | 0.07%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $348118.01    | 0.16%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp. Ltd.                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    131000 | PA      | $135102.00    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                     | Navient Corp.                                                                 | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    484000 | PA      | $489285.28    | 0.22%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       643 | NS      | $39724.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                         | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88381.51     | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31292GWC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7420 | PA      | $7597.13      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                          | Marathon Petroleum Corp.                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50541.59     | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $-4932.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1066575 | PA      | $873396.37    | 0.40%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                             | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215521.38    | 0.10%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                             | Las Vegas Sands Corp.                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       258 | NS      | $14868.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments, Inc.                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95098.97     | 0.04%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60879.09     | 0.03%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101962.90    | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co.                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102882.84    | 0.05%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34950.04     | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                             | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        29 | NS      | $162372.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                           | T. Rowe Price Group, Inc.                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       239 | NS      | $25721.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                             | Celsius Holdings, Inc.                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6064 | NS      | $381304.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd.                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $40996.32     | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2201 | NS      | $185148.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                          | FTAI Aviation Investors LLC                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82910.18     | 0.04%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1437001 | PA      | $1149859.15   | 0.52%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp.                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      8705 | NS      | $842469.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc               | Broadridge Financial Solutions, Inc.                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       102 | NS      | $26073.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79078 | PA      | $73193.41     | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot, Inc.                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39981.03     | 0.02%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics, Inc.                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       116 | NS      | $21070.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        88 | NS      | $21565.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global, Inc.                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1232 | NS      | $675678.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                       | Arcosa, Inc.                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38598.88     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                 | West Pharmaceutical Services, Inc.                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        68 | NS      | $16792.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association, TBA                                 | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $411476.00    | 0.19%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                | Service Corp. International                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10099.37     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        51 | NS      | $15391.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2634 | NS      | $1929615.72   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                         | Enbridge Energy Partners LP                                                   | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114922.99    | 0.05%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41967.12     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                          | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       281 | NS      | $85072.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                              | Global Payments, Inc.                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       265 | NS      | $23537.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                 | Henry Schein, Inc.                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       102 | NS      | $7097.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co.                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3017 | NS      | $909384.14    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       235 | NS      | $5341.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     30851 | NS      | $7064879.00   | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP BUYER LLC                              | White Cap Buyer LLC                                                           | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47946.77     | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HP Inc                                           | HP, Inc.                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       842 | NS      | $24030.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35985.62     | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp         | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       164 | NS      | $31734.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                          | HCA, Inc.                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132424.44    | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co.                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       408 | NS      | $55753.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31417L5L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3310 | PA      | $3367.31      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $184372.30    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209120.29    | 0.09%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                       | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       180 | NS      | $17424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $137920.53    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group, Inc.                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149627.56    | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       155 | NS      | $73231.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Swap                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6100000 | OU      | $-439383.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                  | Fair Isaac Corp.                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        24 | NS      | $36519.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust                                                  | CUSIP: 24703GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $528612.37    | 0.24%             | 2029-01-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                              | Coinbase Global, Inc.                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       225 | NS      | $68521.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories, Inc.                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        72 | NS      | $46590.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing LLC                                                | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278785 | PA      | $280580.92    | 0.13%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                        | ONEOK, Inc.                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       171 | NS      | $13060.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                      | Hologic, Inc.                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       192 | NS      | $12887.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                            | Mohawk Industries, Inc.                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        38 | NS      | $5042.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp.                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $61508.70     | 0.03%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                         | Baxter International, Inc.                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       489 | NS      | $12073.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     30766 | NS      | $1451539.88   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                              | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       602 | NS      | $199430.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50915.39     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide, Inc.                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       108 | NS      | $13899.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust                                           | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $328316.27    | 0.15%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64395.93     | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                        | Pike Corp.                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63136.90     | 0.03%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                       | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      6737 | NS      | $1530781.14   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc              | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       971 | NS      | $79942.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                 | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       606 | NS      | $49279.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154220.48    | 0.07%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co.                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1094 | NS      | $54328.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier, Inc.                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $95914.14     | 0.04%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       385 | NS      | $134418.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832751 | PA      | $667923.63    | 0.30%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1086 | NS      | $122685.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co.                                                               | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110880.03    | 0.05%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources, Inc.                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83326.48     | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       338 | NS      | $33451.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                         | CUSIP: 31410KME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61619 | PA      | $61974.09     | 0.03%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-26

**Name of Applicant:** UBS INVESTMENT TRUST

**Signature:** Joanne Kilkeary

**Name of Signer:** Joanne Kilkeary

**Title:** Vice President and Treasurer