# EDGAR Filing Document

**Accession Number:** 0001580353
**File Stem:** 0001752724-23-045220
**Filing Date:** 2023-2
**Character Count:** 228671
**Document Hash:** deeaec61065ec63654dbbbca2eb319b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045220.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045220

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Forethought Variable Insurance Trust
- **CENTRAL INDEX KEY:** 0001580353
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1213

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22865
- **FILM NUMBER:** 23680543

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Indianapolis

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46204

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $372533557.28

**Total Liabilities:** $18013338.97

**Net Assets:** $354520218.31

**Stand-by Commitments:** $17616018.64

**Cash Not Reported:** $5992101.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 108.29723000 | **1-Year:** 2645.55276000 | **5-Year:** 24302.27415000 | **10-Year:** 14849.01378000 | **30-Year:** 747.74434000

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

- **3-Month:** 4.81984000 | **1-Year:** 22.02564000 | **5-Year:** 244.14418000 | **10-Year:** 153.24407000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130711 | 0.25%                | 3.06%                | -1.90%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4370320.90             | $17032958.08                               |
| Month 2  | $-59261.16               | $15995789.07                               |
| Month 3  | $3363636.60              | $-15672484.09                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AZEK Co Inc/The                             | AZEK Co Inc/The                                                                 | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      8294 | NS      | $168534.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $241064.45    | 0.07%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                         | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191930.92    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9295 | NS      | $1390996.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $777907.31    | 0.22%             | 2036-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME E-MINI STANDARD & POOR'S MIDCAP 400 INDEX                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -16 | NC      | $63905.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $434268.75    | 0.12%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     18759 | NS      | $1898598.39   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $507157.81    | 0.14%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                               | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60841.50     | 0.02%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                       | New York Times Co/The                                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     16327 | NS      | $529974.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc               | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      9668 | NS      | $528259.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -457 | NC      | $2263705.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50918.09     | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                  | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6077 | NS      | $688159.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $261305.12    | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                    | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     13163 | NS      | $3050525.25   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                               | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      5336 | NS      | $1016454.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5126 | NS      | $133942.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136BJD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383390 | PA      | $297701.91    | 0.08%             | 2036-10-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     77169 | NS      | $6808620.87   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ANUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58448 | PA      | $55453.00     | 0.02%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446961 | PA      | $390015.28    | 0.11%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159335 | PA      | $153372.06    | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                      | Credit Agricole SA/London                                                       | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248896.40    | 0.07%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378028 | PA      | $321098.69    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $383178.13    | 0.11%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                    | Angel Oak Mortgage Trust 2019-6                                                 | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15505 | PA      | $14879.58     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $468394.56    | 0.13%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     78518 | NS      | $1445516.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18566.00     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      7590 | NS      | $485760.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22535 | NS      | $2711861.90   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $158984.58    | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI              | Golden State Tobacco Securitization Corp                                        | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8024.84      | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                    | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     12327 | NS      | $628307.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    435000 | PA      | $383455.46    | 0.11%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES               | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                 | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $83128.44     | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278810.21    | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     18544 | NS      | $926829.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     23043 | NS      | $281585.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604898 | PA      | $495031.62    | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                  | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6443 | NS      | $944221.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198397.81    | 0.06%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Edison International                        | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     22864 | NS      | $1454607.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    536000 | PA      | $425482.31    | 0.12%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI              | Dallas Fort Worth International Airport                                         | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12490.33     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                    | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20820.19     | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                  | Bumble Inc                                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38386 | NS      | $808025.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132J65C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19206 | PA      | $17782.86     | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2226 | PA      | $2094.94      | 0.00%             | 2034-09-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $1165521.10   | 0.33%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                          | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      1130 | NS      | $44657.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    816000 | PA      | $707293.93    | 0.20%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6317 | NS      | $1312419.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6697 | NS      | $481849.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                  | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3589 | NS      | $501455.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                      | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     13366 | NS      | $839117.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                         | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     11640 | NS      | $1156084.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                      | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2733 | NS      | $373819.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $323300.00    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cargurus Inc                                | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     52712 | NS      | $738495.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY SOUTH                       | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88050.10     | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    359000 | PA      | $394826.96    | 0.11%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc              | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      7389 | NS      | $421985.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HashiCorp Inc                               | HashiCorp Inc                                                                   | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |      9297 | NS      | $254179.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    266000 | PA      | $205217.34    | 0.06%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                           | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAB7<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249639.21    | 0.07%             | 2027-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6507 | NS      | $1435444.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30044 | PA      | $29035.11     | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                     | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      4604 | NS      | $753444.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9393 | PA      | $8702.82      | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13365 | PA      | $12916.72     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XA4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170488 | PA      | $145248.36    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     54896 | NS      | $13165158.72  | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                              | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21913 | NS      | $2585734.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     43712 | NS      | $1257157.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705607 | PA      | $615231.96    | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43571.24     | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI              | Golden State Tobacco Securitization Corp                                        | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14796.16     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $56095.11     | 0.02%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                       | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $130698.94    | 0.04%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                 | State of Illinois                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1084504.96   | 0.31%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2745 | NS      | $1408102.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REVENUE              | Kansas Development Finance Authority                                            | CUSIP: 485428ZX7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75653.16     | 0.02%             | 2026-05-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $39719.53     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                       | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22144.68     | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI              | Dallas Fort Worth International Airport                                         | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $76399.64     | 0.02%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                            | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AK6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39613.86     | 0.01%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                              | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     16381 | NS      | $502569.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742549 | PA      | $616252.73    | 0.17%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143777.13    | 0.04%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286317.95    | 0.08%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1779 | NS      | $523719.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29770 | PA      | $27539.26     | 0.01%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4786 | NS      | $1187454.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                 | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2622 | NS      | $438739.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FPWR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31699 | PA      | $29712.25     | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3536100 | PA      | $2859820.88   | 0.81%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975000 | PA      | $795539.06    | 0.22%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101546.87    | 0.03%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                               | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74124.88     | 0.02%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2019-RPL3                                   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50717 | PA      | $47328.63     | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                      | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5996.94      | 0.00%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                               | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     15859 | NS      | $1039557.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                     | Principal Financial Group Inc                                                   | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145288.22    | 0.04%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339946 | PA      | $292617.24    | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1358653 | PA      | $1120220.45   | 0.32%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298548.18    | 0.08%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136AYP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17422 | PA      | $17375.06     | 0.00%             | 2024-10-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    455000 | PA      | $442158.55    | 0.12%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440000 | PA      | $1353375.07   | 0.38%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust              | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330558 | PA      | $279711.54    | 0.08%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                    | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $352009.39    | 0.10%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| REVOLUTION Medicines Inc                    | REVOLUTION Medicines Inc                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      2323 | NS      | $55333.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Financial Services Trust               | Life 2021-BMR Mortgage Trust                                                    | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98297 | PA      | $95214.09     | 0.03%             | 2038-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-2                                                | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6261 | PA      | $6163.70      | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA              | Chicago O'Hare International Airport                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33532.76     | 0.01%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                           | Clean Harbors Inc                                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      3680 | NS      | $419961.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8367.37      | 0.00%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     14637 | PA      | $14606.90     | 0.00%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                          | Sigma Alimentos SA de CV                                                        | CUSIP: 82655AAC7<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $227401.09    | 0.06%             | 2026-05-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34781.23     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $218842.26    | 0.06%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1235500 | PA      | $1242063.59   | 0.35%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                  | Fluor Corp                                                                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     24308 | NS      | $842515.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-9INV                                               | CUSIP: 33851MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163562 | PA      | $136968.35    | 0.04%             | 2041-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10900 | NS      | $3987656.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                       | Aurora Innovation Inc                                                           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29736 | NS      | $35980.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI              | Golden State Tobacco Securitization Corp                                        | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37023.63     | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                         | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     16036 | NS      | $563505.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271000 | PA      | $269814.38    | 0.08%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     39844 | PA      | $41266.44     | 0.01%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | CUSIP: 94989HAQ3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236431.73    | 0.07%             | 2048-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D9HB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269988 | PA      | $227030.74    | 0.06%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140KYAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152067 | PA      | $129549.37    | 0.04%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                           | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     21882 | NS      | $1784914.74   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117009.10    | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $332555.07    | 0.09%             | 2025-03-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Seagen Inc                                  | Seagen Inc                                                                      | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1619 | NS      | $208057.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31307EQ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2528 | PA      | $2410.20      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304799.73    | 0.09%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                    | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13358.32     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $503455.35    | 0.14%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1050 | NS      | $757564.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRI              | Foothill-Eastern Transportation Corridor Agency                                 | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $11327.15     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $100643.98    | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9141 | NS      | $1212005.19   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                   | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     13576 | NS      | $853115.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2021-AL1 LLC                                                               | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408769 | PA      | $387826.95    | 0.11%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      6205 | NS      | $1488951.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $235506.35    | 0.07%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $168758.79    | 0.05%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $456768.75    | 0.13%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L              | Horizon Aircraft Finance III Ltd                                                | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    222449 | PA      | $171269.30    | 0.05%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1110791.18   | 0.31%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49194 | PA      | $45387.99     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FKQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775873 | PA      | $684107.03    | 0.19%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                              | Qatar Government International Bond                                             | CUSIP: 74727PAZ4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $195895.20    | 0.06%             | 2024-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                  | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     18874 | NS      | $1904764.08   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                 | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1023 | NS      | $243115.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296854 | PA      | $262187.10    | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4265000 | PA      | $4115725.00   | 1.16%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523530 | PA      | $448133.22    | 0.13%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2011 | NS      | $754366.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                  | Kellogg Co                                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     11690 | NS      | $832795.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $342575.00    | 0.10%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     33599 | NS      | $1452484.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146714.03    | 0.04%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                      | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73015.59     | 0.02%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Seasoned Credit Risk Transfer Trust Series 2019-3                               | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102710 | PA      | $98905.75     | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 14916RAF1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104225.93    | 0.03%             | 2023-08-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102805.43    | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                          | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81160.11     | 0.02%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221063.95    | 0.06%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I              | Ryman Hospitality Properties Inc                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     11529 | NS      | $942841.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51118 | PA      | $50710.47     | 0.01%             | 2065-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $191387.11    | 0.05%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AX6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267261 | PA      | $242810.63    | 0.07%             | 2042-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    315000 | PA      | $219498.93    | 0.06%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                             | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2530 | NS      | $606086.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2215000 | PA      | $1959582.81   | 0.55%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Intra-Cellular Therapies Inc                | Intra-Cellular Therapies Inc                                                    | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      3867 | NS      | $204641.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370626.42    | 0.10%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                  | Affirm Asset Securitization Trust 2021-Z1                                       | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63396 | PA      | $61277.93     | 0.02%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        10 | NC      | $2289.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                  | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1690 | NS      | $467994.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                  | Rapid7 Inc                                                                      | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1340 | NS      | $45533.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                   | Municipal Electric Authority of Georgia                                         | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    232000 | PA      | $248180.10    | 0.07%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    318000 | PA      | $278250.00    | 0.08%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $197489.77    | 0.06%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                         | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     13307 | NS      | $947724.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTL GROUP                         | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106120.92    | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21108 | PA      | $20295.83     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                  | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2448 | NS      | $242278.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    690000 | PA      | $647191.37    | 0.18%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                               | Ingevity Corp                                                                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4392 | NS      | $309372.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     43676 | NS      | $5674822.68   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                     | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3849 | NS      | $481894.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    495000 | PA      | $434079.59    | 0.12%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10642 | NS      | $1238622.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      5586 | NS      | $1822041.48   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                                     | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      9169 | NS      | $831811.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1142100 | PA      | $1148212.02   | 0.32%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                  | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     19273 | NS      | $509385.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B9VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232227 | PA      | $186361.87    | 0.05%             | 2049-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor              | Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS                 | CUSIP: 863579YU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48 | PA      | $47.34        | 0.00%             | 2035-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230625 | PA      | $227996.24    | 0.06%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                    | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73617 | PA      | $64628.81     | 0.02%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     13977 | NS      | $1297764.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                    | Aclaris Therapeutics Inc                                                        | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      4060 | NS      | $63945.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc                 | Qualtrics International Inc                                                     | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |     11088 | NS      | $115093.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138YVEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738360 | PA      | $649643.04    | 0.18%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    370000 | PA      | $334173.09    | 0.09%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94173.12     | 0.03%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                           | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3515 | NS      | $470658.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $119726.56    | 0.03%             | 2038-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                               | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2043 | NS      | $1447731.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                    | Blueprint Medicines Corp                                                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       695 | NS      | $30447.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64792.67     | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23018.81     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996549 | PA      | $916695.88    | 0.26%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $339992.17    | 0.10%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                        | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16408 | NS      | $1065371.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $244816.41    | 0.07%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31307EP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5044 | PA      | $4720.00      | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                    | Ceridian HCM Holding Inc                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     13646 | NS      | $875390.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12998 | PA      | $12561.99     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    335000 | PA      | $265743.32    | 0.07%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                 | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $174619.00    | 0.05%             | 2036-08-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $367309.12    | 0.10%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                 | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3249 | NS      | $294034.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $425254.88    | 0.12%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                        | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1845 | NS      | $70423.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                           | agilon health Inc                                                               | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50797 | NS      | $819863.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2155 | NS      | $1142537.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2018-3                                                  | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79731 | PA      | $72658.38     | 0.02%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KYVL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230283 | PA      | $202476.45    | 0.06%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4465000 | PA      | $4017802.34   | 1.13%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     16091 | NS      | $1633719.23   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $331195.33    | 0.09%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                 | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       414 | NS      | $119699.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                    | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1237 | NS      | $84524.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10164.17     | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                  | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     17510 | NS      | $1134122.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                          | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       365 | NS      | $129728.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                     | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    565000 | PA      | $472853.02    | 0.13%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9961.65      | 0.00%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     14022 | NS      | $1963080.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136145 | PA      | $111141.24    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156930 | PA      | $131932.17    | 0.04%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270244 | PA      | $232130.52    | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                 | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      9528 | NS      | $441336.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE FUNDING LLC                             | DAE Funding LLC                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465479.57    | 0.13%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11346 | NS      | $518625.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                  | Affirm Asset Securitization Trust 2021-B                                        | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $185495.37    | 0.05%             | 2026-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     15171 | NS      | $946215.27    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                           | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     42500 | NS      | $900150.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73188.04     | 0.02%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                   | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5338 | NS      | $272985.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                  | Cabot Corp                                                                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     11870 | NS      | $793390.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $443475.21    | 0.13%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $174937.50    | 0.05%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      3348 | NS      | $676965.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      6342 | NS      | $2177715.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5002 | NS      | $1222938.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4441 | PA      | $4232.95      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                    | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     16487 | NS      | $1929143.87   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137BVUA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270350 | PA      | $251598.72    | 0.07%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $218638.22    | 0.06%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2620000 | PA      | $1987720.33   | 0.56%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                    | Genting New York LLC / GENNY Capital Inc                                        | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $525251.07    | 0.15%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62858.27     | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $229587.31    | 0.06%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza              | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    151817 | PA      | $128305.23    | 0.04%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                   | Aetna Inc                                                                       | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207786.27    | 0.06%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39226.63     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104000 | PA      | $97659.64     | 0.03%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                    | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96501.21     | 0.03%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66986.25     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU              | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38527 | PA      | $37610.72     | 0.01%             | 2030-09-25      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                       | KeySpan Gas East Corp                                                           | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245998.46    | 0.07%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       103 | PA      | $100.62       | 0.00%             | 2065-10-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396012 | PA      | $340079.91    | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $329669.92    | 0.09%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $337098.67    | 0.10%             | 2036-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                    | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1946 | NS      | $378010.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $447753.51    | 0.13%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SentinelOne Inc                             | SentinelOne Inc                                                                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4093 | NS      | $59716.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3155 | NS      | $385477.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse First Boston Mor              | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 225458YA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4666 | PA      | $5042.11      | 0.00%             | 2020-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                    | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2425 | NS      | $914297.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AJUU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204044 | PA      | $195740.15    | 0.06%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95172 | PA      | $82110.89     | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103739.43    | 0.03%             | 2024-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJTH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149666 | PA      | $132051.85    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     20249 | NS      | $2085444.51   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                    | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      1049 | NS      | $119376.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV              | New York State Urban Development Corp                                           | CUSIP: 650036AX4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $33253.29     | 0.01%             | 2029-03-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $108976.18    | 0.03%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WAES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11471 | PA      | $11333.12     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $98261.12     | 0.03%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $387658.20    | 0.11%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                      | Standard Chartered PLC                                                          | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $245348.68    | 0.07%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                   | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    460000 | PA      | $500926.66    | 0.14%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     10778 | NS      | $780003.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415000 | PA      | $404949.20    | 0.11%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trupanion Inc                               | Trupanion Inc                                                                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     12061 | NS      | $573259.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147639 | PA      | $142111.16    | 0.04%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    289000 | PA      | $265107.58    | 0.07%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B0AP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374300 | PA      | $355293.68    | 0.10%             | 2054-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415000 | PA      | $377714.82    | 0.11%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1476984 | PA      | $1257372.39   | 0.35%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $250820.30    | 0.07%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162636.16    | 0.05%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        11 | NC      | $-4281.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      7735 | NS      | $1657610.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138YTVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42567 | PA      | $39686.24     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                      | SPDR S&P 500 ETF Trust                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     11492 | NS      | $4394885.56   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                           | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    650000 | PA      | $543761.91    | 0.15%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                 | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    610000 | PA      | $569847.60    | 0.16%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                               | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1014 | NS      | $90387.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                 | Livent Corp                                                                     | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     11089 | NS      | $220338.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                 | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $395298.50    | 0.11%             | 2038-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1135000 | PA      | $1075589.79   | 0.30%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group I              | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     18633 | NS      | $1178350.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                               | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       665 | NS      | $95454.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3676707.02   | 1.04%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT                     | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22147 | PA      | $20199.67     | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                   | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     93765 | NS      | $5474938.35   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71439 | PA      | $62814.93     | 0.02%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     11052 | NS      | $2270522.88   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                               | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      6269 | NS      | $640942.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES               | Chicago Transit Authority Sales Tax Receipts Fund                               | CUSIP: 16772PCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97346.32     | 0.03%             | 2023-12-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FGMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143623 | PA      | $133678.33    | 0.04%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598713 | PA      | $550878.56    | 0.16%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495000 | PA      | $476746.88    | 0.13%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                            | Schlumberger Ltd                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     23922 | NS      | $1278870.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                              | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $361451.24    | 0.10%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23449.31     | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                             | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     12795 | NS      | $530864.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGNITY HEALTH                              | Dignity Health                                                                  | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89237.58     | 0.03%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1348000 | PA      | $1380646.88   | 0.39%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST MUNI ELEC AGY PWR               | Illinois Municipal Electric Agency                                              | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $211823.37    | 0.06%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2039 | NS      | $284522.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                    | Sarepta Therapeutics Inc                                                        | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       793 | NS      | $102756.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                 | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1487 | NS      | $119435.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                  | Syndax Pharmaceuticals Inc                                                      | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      2049 | NS      | $52147.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $421391.21    | 0.12%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $507748.44    | 0.14%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      9312 | NS      | $1540949.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Commercial Mor              | Banc of America Commercial Mortgage Trust 2015-UBS7                             | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $146797.49    | 0.04%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                  | BFLD Trust 2020-OBRK                                                            | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $178654.79    | 0.05%             | 2028-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets Phase 1 Sponsor LLC                                          | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $98705.12     | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                           | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118604.26    | 0.03%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195966.85    | 0.06%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    435000 | PA      | $381339.64    | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                         | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      5444 | NS      | $778492.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $84273.20     | 0.02%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AUXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21600 | PA      | $18891.75     | 0.01%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card               | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $128614.18    | 0.04%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     25336 | NS      | $2811029.20   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499000 | PA      | $491748.91    | 0.14%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    318000 | PA      | $318844.69    | 0.09%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     83025 | NS      | $6974100.00   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H4RG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245000 | PA      | $184684.97    | 0.05%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                         | Ascendis Pharma A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       881 | NS      | $107596.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2743 | NS      | $1404937.17   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA5                                         | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104421 | PA      | $104520.14    | 0.03%             | 2050-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XAXV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184715 | PA      | $150777.26    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103959 | PA      | $86499.17     | 0.02%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29054 | PA      | $26266.02     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                       | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      4208 | NS      | $557812.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2682 | NS      | $1304766.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     23513 | NS      | $1594181.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54979 | PA      | $51945.37     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                    | QatarEnergy Trading LLC                                                         | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $153682.40    | 0.04%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2987 | NS      | $862585.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1310914.07   | 0.37%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5971 | NS      | $773363.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830AZ2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46456.72     | 0.01%             | 2041-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WI TREASURY N/B                             | United States Treasury Note/Bond - When Issued                                  | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1339069.54   | 0.38%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     52392 | NS      | $2983724.40   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175000 | PA      | $985347.72    | 0.28%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Syneos Health Inc                           | Syneos Health Inc                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     25316 | NS      | $928590.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    411000 | PA      | $397664.39    | 0.11%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193327.94    | 0.05%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132M8RV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5505 | PA      | $5311.35      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     27264 | NS      | $1261505.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      8875 | NS      | $2355602.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                  | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     24931 | NS      | $2131600.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $305436.52    | 0.09%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      6193 | NS      | $397900.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    767000 | PA      | $723038.38    | 0.20%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5114 | PA      | $4974.00      | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $125797.66    | 0.04%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154079.23    | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740000 | PA      | $650737.50    | 0.18%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $360867.04    | 0.10%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc                            | TriNet Group Inc                                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      5146 | NS      | $348898.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    425000 | PA      | $294945.37    | 0.08%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                           | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105663.67    | 0.03%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8297 | NS      | $910927.63    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES              | University of California                                                        | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15926.84     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                      | Guidewire Software Inc                                                          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3101 | NS      | $193998.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                            | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76899.23     | 0.02%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $68231.52     | 0.02%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                          | Boston Gas Co                                                                   | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53983.52     | 0.02%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                    | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     17792 | NS      | $2131125.76   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST               | New Jersey Transportation Trust Fund Authority                                  | CUSIP: 6461366P1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29666.64     | 0.01%             | 2023-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4021 | NS      | $587628.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189550.73    | 0.05%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $88901.39     | 0.03%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME E-MINI RUSSELL 2000 INDEX                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -156 | NC      | $301980.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    184000 | PA      | $158449.59    | 0.04%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                          | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      8315 | NS      | $1045528.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $18945.18     | 0.01%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159250.00    | 0.04%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1550847.66   | 0.44%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2578 | PA      | $2492.78      | 0.00%             | 2034-02-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133AUDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559697 | PA      | $499169.90    | 0.14%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $79604.49     | 0.02%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    180000 | PA      | $188081.19    | 0.05%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup COmmercial Mortgage Trust 2019-SMRT                                   | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97533.36     | 0.03%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14800 | PA      | $13540.12     | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                | Ford Credit Auto Lease Trust 2021-A                                             | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $126575.19    | 0.04%             | 2025-09-15      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                              | Kennametal Inc                                                                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      9624 | NS      | $231553.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1430172.65   | 0.40%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $272914.27    | 0.08%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7420 | NS      | $648137.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49404.86     | 0.01%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $169710.94    | 0.05%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324668 | PA      | $276604.36    | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237000 | PA      | $216595.78    | 0.06%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $344380.53    | 0.10%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269493.65    | 0.08%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $115371.09    | 0.03%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1964 | NS      | $238331.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15717 | PA      | $14746.46     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA PENSN OBLG               | County of Sacramento CA                                                         | CUSIP: 786091AD0<br>LEI: 549300OXI5MD45L13R20 | Long             | DBT              | MUN               | US        |     91896 | PA      | $92243.83     | 0.03%             | 2023-08-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1319 | NS      | $435560.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE LONDON                      | Credit Agricole SA/London                                                       | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240740.35    | 0.07%             | 2024-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Science Applications Internati              | Science Applications International Corp                                         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      4147 | NS      | $460026.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                    | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      3745 | NS      | $1742061.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128P77L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31282 | PA      | $30207.01     | 0.01%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    805000 | PA      | $605448.05    | 0.17%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597023.95    | 0.17%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                           | Hyatt Hotels Corp                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      8373 | NS      | $757337.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023416 | PA      | $881006.29    | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd                        | Assured Guaranty Ltd                                                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     10654 | NS      | $663318.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215030.84    | 0.06%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  12202123 | NS      | $12202123.21  | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $476855.47    | 0.13%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44916 | PA      | $44578.50     | 0.01%             | 2065-05-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     27514 | NS      | $319987.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1837000 | PA      | $1593597.50   | 0.45%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80408 | PA      | $75389.83     | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7357 | PA      | $7040.01      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                         | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70795.86     | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31307SPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30942 | PA      | $29005.85     | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc                 | Apellis Pharmaceuticals Inc                                                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      1316 | NS      | $68050.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ANBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206285 | PA      | $188593.33    | 0.05%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AL3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120732 | PA      | $104930.49    | 0.03%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21741.73     | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Karuna Therapeutics Inc                     | Karuna Therapeutics Inc                                                         | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1569 | NS      | $308308.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1715000 | PA      | $1524876.16   | 0.43%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     10787 | NS      | $1070070.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    505000 | PA      | $536233.20    | 0.15%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BP PLC                                      | BP PLC                                                                          | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     92748 | NS      | $3239687.64   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                        | Appalachian Power Co                                                            | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192871.37    | 0.05%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                              | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      9588 | NS      | $2220293.16   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $442195.12    | 0.12%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128520.64    | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     23549 | NS      | $1800321.05   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1739 | NS      | $167048.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    614000 | PA      | $622042.28    | 0.18%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297489.57    | 0.08%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                        | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     36843 | NS      | $2521534.92   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL               | Philadelphia Authority for Industrial Development                               | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    270000 | PA      | $282225.03    | 0.08%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                        | JetBlue Airways Corp                                                            | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     80931 | NS      | $524432.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376RMG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46023 | PA      | $45727.98     | 0.01%             | 2065-12-20      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                     | SCF Equipment Leasing 2021-1 LLC                                                | CUSIP: 783897AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $432489.56    | 0.12%             | 2028-08-21      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                    | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     10182 | NS      | $1270713.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                 | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     11816 | NS      | $884073.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1775000 | PA      | $1631890.63   | 0.46%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                      | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     24558 | NS      | $704814.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37128.02     | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59019.16     | 0.02%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658058 | PA      | $585506.74    | 0.17%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                  | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1001 | NS      | $173373.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     20054 | NS      | $1742291.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RBB4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91517.36     | 0.03%             | 2024-02-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $70510.45     | 0.02%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      8479 | NS      | $443027.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $61709.38     | 0.02%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ADEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228241 | PA      | $207210.36    | 0.06%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5626 | NS      | $754446.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171426.03    | 0.05%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                   | FleetCor Technologies Inc                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2412 | NS      | $443036.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1498 | NS      | $504121.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    202000 | PA      | $174721.77    | 0.05%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $587509.83    | 0.17%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550223 | PA      | $485245.67    | 0.14%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $251775.00    | 0.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -5 | NC      | $6171.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     21240 | NS      | $1741892.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     12908 | NS      | $1097438.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING                          | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    530000 | PA      | $450438.54    | 0.13%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     54614 | NS      | $2798421.36   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FE5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184863 | PA      | $168544.74    | 0.05%             | 2047-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $346713.06    | 0.10%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138485 | PA      | $116473.85    | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    191000 | PA      | $157944.24    | 0.04%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345511 | PA      | $280730.66    | 0.08%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                 | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $146098.97    | 0.04%             | 2036-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WEAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14531 | PA      | $13555.60     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373601.34    | 0.11%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     11980 | NS      | $1195723.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     11428 | NS      | $1888134.16   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     38508 | NS      | $1615025.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $232873.73    | 0.07%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749079 | PA      | $641475.01    | 0.18%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210809.35    | 0.06%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                     | GSR Mortgage Loan Trust 2005-AR6                                                | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3907 | PA      | $3986.05      | 0.00%             | 2035-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                    | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       536 | NS      | $149056.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                      | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15476 | NS      | $573231.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $285677.54    | 0.08%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287188.71    | 0.08%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34793.46     | 0.01%             | 2038-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2389749 | PA      | $1957577.23   | 0.55%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $232161.72    | 0.07%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                 | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1590 | NS      | $285595.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho              | Knight-Swift Transportation Holdings Inc                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15159 | NS      | $794483.19    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     51738 | NS      | $4307705.88   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      4271 | NS      | $143804.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                  | Genmab A/S                                                                      | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      4197 | NS      | $177868.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol              | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       527 | NS      | $124097.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                  | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       917 | NS      | $310954.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     35639 | NS      | $2836864.40   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192590.58    | 0.05%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     12972 | NS      | $967840.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Government Portfolio               | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  20186293 | NS      | $20186292.71  | 5.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    625000 | PA      | $488973.16    | 0.14%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    997500 | PA      | $829483.59    | 0.23%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Seasoned Credit Risk Transfer Trust Series 2021-1                               | CUSIP: 35563PUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    579477 | PA      | $523556.97    | 0.15%             | 2060-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                         | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7843.27      | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1247968.68   | 0.35%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2273 | NS      | $882537.71    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AXBX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239449 | PA      | $218357.66    | 0.06%             | 2045-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258544.90    | 0.07%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     10400 | NS      | $674752.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1895 | NS      | $233426.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                              | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192928.97    | 0.05%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                       | Oglethorpe Power Corp                                                           | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100884.62    | 0.03%             | 2031-01-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199413.70    | 0.06%             | 2023-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Celldex Therapeutics Inc                    | Celldex Therapeutics Inc                                                        | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      2341 | NS      | $104338.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                             | Masterbrand Inc                                                                 | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      7389 | NS      | $55786.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Cameron Jeffreys, CFA

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

**Title:** Senior Vice President