# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-23-049059
**Filing Date:** 2023-3
**Character Count:** 284303
**Document Hash:** 0598c70376bdedabf3bfa4520e6a3442
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049059.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049059

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 23690773

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Multi-Managed Balanced VP (Series ID: S000007919)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021483 | Initial      |  |
| C000021484 | Service      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Multi-Managed Balanced VP

- **b. EDGAR series identifier (if any):** S000007919

- **c. LEI of Series:** 549300WK7PLJ4S5HO711

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1626246968.26

**Total Liabilities:** $146643238.27

**Net Assets:** $1479603729.99

**Delayed Delivery Securities:** $125040206.50

**Cash Not Reported:** $1132407.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -858.78000000 | **1-Year:** -16042.70000000 | **5-Year:** -46305.52000000 | **10-Year:** -56089.12000000 | **30-Year:** -23697.31000000

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

- **3-Month:** -123.50000000 | **1-Year:** -1602.76000000 | **5-Year:** -4152.82000000 | **10-Year:** -1963.30000000 | **30-Year:** -648.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021484 | 3.81%                | 4.89%                | -3.79%               |
| Class ID C000021483 | 3.85%                | 4.90%                | -3.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4513488.98             | $57535726.88                               |
| Month 2  | $697053.33               | $69654012.13                               |
| Month 3  | $5806900.38              | $-66694496.30                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                                                     | Honeywell International, Inc.                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     48919 | NS      | $10483341.70  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604686 | PA      | $576805.98    | 0.04%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3662 | PA      | $3822.31      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                          | One Market Plaza Trust                                                            | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169000 | PA      | $2086684.28   | 0.14%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc.                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    936000 | PA      | $624460.16    | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2654000 | PA      | $2445515.85   | 0.17%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1556947.19   | 0.11%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                          | Skyworks Solutions, Inc.                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    582000 | PA      | $512476.29    | 0.03%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | Astrazeneca Finance LLC                                                           | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    591000 | PA      | $526799.29    | 0.04%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5561000 | PA      | $3024445.44   | 0.20%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5077000 | PA      | $4119311.22   | 0.28%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                           | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    869000 | PA      | $687567.20    | 0.05%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    791000 | PA      | $732663.75    | 0.05%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3605000 | PA      | $2836402.75   | 0.19%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp.                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1625496.66   | 0.11%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc.                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4149 | NS      | $550115.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     14064 | NS      | $5473990.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                                                          | Citigroup Capital XIII                                                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     42096 | NS      | $1195526.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                                      | Cigna Corp.                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    893000 | PA      | $749628.47    | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                         | Shell International Finance BV                                                    | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    652000 | PA      | $605181.07    | 0.04%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service, Inc.                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     48880 | NS      | $8497299.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                                               | Hyatt Hotels Corp.                                                                | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    593000 | PA      | $555845.03    | 0.04%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31418XDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       933 | PA      | $930.11       | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                   | Accenture PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     29508 | NS      | $7873914.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1509000 | PA      | $1247067.63   | 0.08%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1929589.93   | 0.13%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                        | Cleveland Electric Illuminating Co.                                               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $103611.99    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7859 | PA      | $8208.97      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2938065 | PA      | $1980936.77   | 0.13%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138Y3DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273654 | PA      | $284005.40    | 0.02%             | 2041-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | General Electric Co.                                                              | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $993000.91    | 0.07%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                        | Crowdstrike Holdings, Inc.                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    221000 | PA      | $186583.85    | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596284 | PA      | $554685.34    | 0.04%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5863500 | PA      | $5358689.30   | 0.36%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | Chipotle Mexican Grill, Inc.                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $3954346.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp.                                                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     60079 | NS      | $7792847.09   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheffield Receivables Co LLC                                                    | Sheffield Receivables Co. LLC                                                     | CUSIP: 82124MQ60<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   6750000 | PA      | $6693693.73   | 0.45%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | Credit Suisse Group AG                                                            | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2038000 | PA      | $1793676.12   | 0.12%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc.                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    376000 | PA      | $374085.19    | 0.03%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     16032 | NS      | $4629720.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65682 | PA      | $66121.11     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc.                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     43008 | NS      | $2866483.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW U.S. Capital LLC                                                              | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1032546.57   | 0.07%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     16122 | NS      | $3338382.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     49243 | NS      | $8698775.95   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                               | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4161497.40   | 0.28%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp.                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     19600 | NS      | $5165188.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     33223 | NS      | $17614170.14  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     41537 | NS      | $4203959.77   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                    | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   2586000 | PA      | $2606243.75   | 0.18%             | 2023-09-19      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                                                     | Orange Lake Timeshare Trust                                                       | CUSIP: 68504LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281782 | PA      | $270164.51    | 0.02%             | 2029-03-08      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2690419.53   | 0.18%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    166000 | PA      | $114874.46    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                              | Viterra Finance BV                                                                | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1213000 | PA      | $1142816.01   | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                            | JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.                             | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    623000 | PA      | $515257.80    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    231367 | NS      | $9553143.43   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410DUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49777 | PA      | $51410.16     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                           | Palmer Square CLO Ltd.                                                            | CUSIP: 69689CAW6<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |   1875713 | PA      | $1852146.14   | 0.13%             | 2030-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124078 | NS      | $10372920.80  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                                               | Wellfleet CLO Ltd.                                                                | CUSIP: 94949LAL4<br>LEI: 254900SGJWAIVC8ISP96 | Long             | ABS-CBDO         | CORP              | KY        |    726985 | PA      | $719621.12    | 0.05%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                                      | FIXED INC CLEARING CORP.REPO                                                      | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  21755562 | PA      | $21755561.98  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     52741 | NS      | $2042658.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                                                                | ArcelorMittal SA                                                                  | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1457000 | PA      | $1464189.81   | 0.10%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc.                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    901000 | PA      | $828635.51    | 0.06%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                        | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1354362.79   | 0.09%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6545000 | PA      | $4187265.98   | 0.28%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31418NYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1776 | PA      | $1772.79      | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    839000 | PA      | $603125.53    | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc.                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     80662 | NS      | $13035785.82  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                     | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2129472.40   | 0.14%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                      | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1771000 | PA      | $1837655.32   | 0.12%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                               | CUSIP: 12626LBN1<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   1648000 | PA      | $1622613.55   | 0.11%             | 2050-08-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp.                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1366824.77   | 0.09%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2293000 | PA      | $2334199.45   | 0.16%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    543000 | PA      | $537228.18    | 0.04%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                                 | Seagate Technology Holdings PLC                                                   | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     52041 | NS      | $2737877.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON FINANCE CORP                                                              | Alcon Finance Corp.                                                               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    944000 | PA      | $864850.85    | 0.06%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5846 | NS      | $1802087.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4802000 | PA      | $3643142.37   | 0.25%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp.                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    622000 | PA      | $524836.57    | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                      | Ventas, Inc.                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     68770 | NS      | $3098088.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1259326.65   | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                        | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1401000 | PA      | $1327280.23   | 0.09%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | Duke Energy Progress LLC                                                          | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $955153.13    | 0.06%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9451000 | PA      | $9103971.09   | 0.62%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225944 | PA      | $209358.53    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    736000 | PA      | $635423.53    | 0.04%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1796000 | PA      | $1616610.47   | 0.11%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     19320 | NS      | $10639330.80  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                           | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     14720 | NS      | $6719680.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group, Inc.                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22053 | NS      | $1931842.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362750 | PA      | $331235.63    | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies, Inc.                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     28590 | NS      | $707030.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                                    | Teradyne, Inc.                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     14100 | NS      | $1231635.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government International Bonds                                           | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    305000 | PA      | $298659.05    | 0.02%             | 2024-02-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc.                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    285000 | PA      | $236909.00    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1923000 | PA      | $1282250.40   | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos., Inc.                                                               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106706.67    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735935 | PA      | $698205.78    | 0.05%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5322000 | PA      | $4874827.25   | 0.33%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                      | Masco Corp.                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     42843 | NS      | $1999482.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp.                                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169065.05    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4131000 | PA      | $4107924.48   | 0.28%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2996000 | PA      | $2138160.95   | 0.14%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     43278 | NS      | $5605366.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                        | NIKE, Inc.                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     44591 | NS      | $5217592.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                     | BioMarin Pharmaceutical, Inc.                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      8530 | NS      | $882769.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128K83G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214427 | PA      | $219400.32    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co.                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   1286000 | PA      | $1174216.91   | 0.08%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                        | Corporate Office Properties LP                                                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    384000 | PA      | $295222.48    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | Ashtead Capital, Inc.                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    733000 | PA      | $661415.65    | 0.04%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/New York NY                                              | Korea Development Bank                                                            | CUSIP: 5006E1TE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | STIV             | CORP              | US        |   4715000 | PA      | $4609445.58   | 0.31%             | 2023-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                    | State Street Navigator Securities Lending Government Money Market Portfolio       | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   6047720 | NS      | $6047720.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $489283.79    | 0.03%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology, Inc.                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     14892 | NS      | $744302.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $53394.96     | 0.00%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | Burlington Stores, Inc.                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      8280 | NS      | $1678852.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2834100 | PA      | $2902738.36   | 0.20%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    908000 | PA      | $781696.66    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                        | Pioneer Natural Resources Co.                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1062947.49   | 0.07%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     52338 | NS      | $2367247.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $1020206.25   | 0.07%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                         | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     22885 | NS      | $7464629.30   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3232000 | PA      | $2949452.48   | 0.20%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                         | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1026896.71   | 0.07%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                    | MetLife Securitization Trust                                                      | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86839 | PA      | $84123.28     | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    607000 | PA      | $596164.10    | 0.04%             | 2023-05-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104248 | PA      | $102901.65    | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nieuw Amsterdam Receivables Corp BV                                             | Nieuw Amsterdam Receivables Corp. BV                                              | CUSIP: 65409SNP9<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6481015.65   | 0.44%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4480 | NS      | $1111532.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV/NXP Funding LLC/NXP USA, Inc.                                              | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    432000 | PA      | $374380.29    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                            | Physicians Realty LP                                                              | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   1347000 | PA      | $1055008.78   | 0.07%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31418MWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162372 | PA      | $163713.14    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                               | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2709 | NS      | $623449.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45418 | PA      | $47179.21     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp.                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    194877 | NS      | $6814848.69   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    368000 | PA      | $236195.63    | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                               | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    639000 | PA      | $636972.59    | 0.04%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                                                   | Celanese Corp.                                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      6016 | NS      | $615075.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                                              | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     28610 | NS      | $3597421.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109501 | PA      | $100897.04    | 0.01%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                  | Alleghany Corp.                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1417376.84   | 0.10%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                          | Aviation Capital Group LLC                                                        | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    726000 | PA      | $633017.17    | 0.04%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17346000 | PA      | $16285609.71  | 1.10%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc.                                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     18100 | NS      | $2694909.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079581 | PA      | $999177.46    | 0.07%             | 2037-11-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575165 | PA      | $541137.16    | 0.04%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                     | Equifax, Inc.                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1137000.33   | 0.08%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                             | Sun Communities, Inc.                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     14494 | NS      | $2072642.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp.                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     10140 | NS      | $1336553.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                        | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $453962.25    | 0.03%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                         | Shell International Finance BV                                                    | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    244000 | PA      | $193811.89    | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                                     | Cintas Corp.                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2767 | NS      | $1249632.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Trust I                                                          | American Tower Trust #1                                                           | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    775000 | PA      | $702249.59    | 0.05%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                                       | FleetCor Technologies, Inc.                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     16667 | NS      | $3061394.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     43901 | NS      | $3411985.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp.                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    116774 | NS      | $5024785.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                        | American Airlines Pass-Through Trust                                              | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602243 | PA      | $523074.50    | 0.04%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                                       | ZoomInfo Technologies, Inc.                                                       | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22090 | NS      | $665129.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices, Inc.                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     77633 | NS      | $5028289.41   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                              | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     63050 | NS      | $1549138.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc.                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     22390 | NS      | $4044977.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc.                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     57060 | NS      | $9427453.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                   | CME Group, Inc.                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     22520 | NS      | $3786963.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Advance Receivables Trust Advance                               | NRZ Advance Receivables Trust                                                     | CUSIP: 62942QCW1<br>LEI: 549300RNWDDBV4LFKJ17 | Long             | ABS-O            | CORP              | US        |   4802091 | PA      | $4624916.79   | 0.31%             | 2053-09-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Welk Resorts LLC                                                                | Welk Resorts LLC                                                                  | CUSIP: 94945PAA3<br>LEI: 549300MEV7EEC7NFNW78 | Long             | ABS-O            | CORP              | US        |    280682 | PA      | $278920.70    | 0.02%             | 2033-06-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                    | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    847000 | PA      | $845217.44    | 0.06%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp.                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     49075 | NS      | $4024640.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    199400 | NS      | $17593062.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                        | Corporate Office Properties LP                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    519000 | PA      | $455461.66    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     13627 | NS      | $1418298.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                                        | Microchip Technology, Inc.                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     35860 | NS      | $2519165.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1114072.70   | 0.08%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2658 | PA      | $2776.19      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                    | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     55726 | NS      | $6281991.98   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                                                | CIFC Funding Ltd.                                                                 | CUSIP: 12548JAC6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |   2488476 | PA      | $2460453.69   | 0.17%             | 2030-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | 321 Henderson Receivables VI LLC                                                  | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309976 | PA      | $299972.49    | 0.02%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1713000 | PA      | $1581666.36   | 0.11%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa, Inc.                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     55766 | NS      | $11585944.16  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2415768.77   | 0.16%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49345 | PA      | $51462.57     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    522900 | PA      | $424468.16    | 0.03%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | Eastman Chemical Co.                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     32442 | NS      | $2642076.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                                          | Boston Scientific Corp.                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     92714 | NS      | $4289876.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      9739 | NS      | $1241722.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | Morgan Stanley Bank of America Merrill Lynch Trust                                | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945000 | PA      | $697426.54    | 0.05%             | 2046-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                            | Pilgrim's Pride Corp.                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1180010.00   | 0.08%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     11458 | NS      | $5877610.26   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                                     | Lennar Corp.                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     30701 | NS      | $2778440.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                 | Baker Hughes Co.                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48720 | NS      | $1438701.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                           | NXP Semiconductors NV                                                             | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     41669 | NS      | $6584952.07   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                             | Leidos Holdings, Inc.                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     23742 | NS      | $2497420.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                 | AstraZeneca PLC                                                                   | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $678224.52    | 0.05%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                     | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     21310 | NS      | $2276973.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    515000 | PA      | $493367.14    | 0.03%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | Biogen, Inc.                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     10884 | NS      | $3013997.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                       | Block, Inc.                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      7520 | NS      | $472556.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1315736 | PA      | $957069.14    | 0.06%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co.                                                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     57279 | NS      | $8681205.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    748000 | PA      | $627490.02    | 0.04%             | 2027-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                           | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1088000 | PA      | $859859.19    | 0.06%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JG Wentworth XXII LLC                                                             | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496505 | PA      | $483096.70    | 0.03%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    615000 | PA      | $579063.21    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Gotham Funding Corp                                                             | Gotham Funding Corp.                                                              | CUSIP: 38346MPE8<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3977250.44   | 0.27%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                               | Toll Brothers, Inc.                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     20860 | NS      | $1041331.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JGWPT XXVIII LLC                                                                  | CUSIP: 46617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115279 | PA      | $956106.90    | 0.06%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     24449 | NS      | $1896508.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Laurel Road Prime Student Loan Trust                                            | Laurel Road Prime Student Loan Trust                                              | CUSIP: 51888RAB6<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |     75537 | PA      | $74127.65     | 0.01%             | 2043-05-26      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     46415 | NS      | $9247724.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1450990.39   | 0.10%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                     | Cargill, Inc.                                                                     | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728157.45    | 0.05%             | 2032-10-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                               | CUSIP: 12624UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134978 | PA      | $134185.25    | 0.01%             | 2028-02-10      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    589000 | PA      | $604150.28    | 0.04%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Victory Receivables Corp                                                        | Victory Receivables Corp.                                                         | CUSIP: 92646LP95<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   4200000 | PA      | $4178723.72   | 0.28%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                          | Aptiv PLC/Aptiv Corp.                                                             | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    769000 | PA      | $631730.29    | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                                | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    697000 | PA      | $606741.65    | 0.04%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | Sprint Capital Corp.                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181997.78    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | Workday, Inc.                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     11842 | NS      | $1981521.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      5750 | NS      | $284222.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1580734.76   | 0.11%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp.                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     19337 | NS      | $4765023.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3887500 | PA      | $3668068.86   | 0.25%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    226150 | NS      | $54235293.00  | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                         | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     23804 | NS      | $1337308.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Lexington Parker Capital Co LLC                                                 | Lexington Parker Capital Co. LLC                                                  | CUSIP: 52953BQ30<br>LEI: 5493005MSQJBO8BDMA02 | Long             | STIV             | CORP              | US        |   6600000 | PA      | $6547620.75   | 0.44%             | 2023-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5720898 | PA      | $5971075.26   | 0.40%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    564000 | PA      | $516160.61    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     41318 | NS      | $4238813.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $1155128.91   | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5442000 | PA      | $4296416.50   | 0.29%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| Trane Technologies PLC                                                          | Trane Technologies PLC                                                            | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     34964 | NS      | $5877098.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp.                                                                 | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    797000 | PA      | $783057.62    | 0.05%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45692 | PA      | $47618.96     | 0.00%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands, Inc.                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     16591 | NS      | $3844964.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     57786 | NS      | $8444846.04   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                                 | Best Buy Co., Inc.                                                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     40133 | NS      | $3219067.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                                    | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21762 | NS      | $3906061.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                        | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1623731.21   | 0.11%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                      | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60345 | PA      | $59396.09     | 0.00%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | Adobe, Inc.                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     19780 | NS      | $6656563.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $1409520.61   | 0.10%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    615000 | PA      | $591436.67    | 0.04%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498499 | PA      | $455674.67    | 0.03%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | General Electric Co.                                                              | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $549860.34    | 0.04%             | 2042-10-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Longship Funding LLC                                                            | Longship Funding LLC                                                              | CUSIP: 54316UNH8<br>LEI: 549300HYL7N00LBQMI55 | Long             | STIV             | CORP              | IE        |   6800000 | PA      | $6785094.40   | 0.46%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                                                  | Manhattan Asset Funding Co. LLC                                                   | CUSIP: 56274MN57<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   2700000 | PA      | $2698051.95   | 0.18%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128M7FP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15202 | PA      | $15406.12     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp.                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1811155.58   | 0.12%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24129000 | PA      | $21949065.01  | 1.48%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    145940 | NS      | $12949256.20  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                                               | GXO Logistics, Inc.                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $1680122.49   | 0.11%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc.                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72660.00     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1562000 | PA      | $1493623.70   | 0.10%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bonds                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    675000 | PA      | $486233.21    | 0.03%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| General Motors Co                                                               | General Motors Co.                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    326000 | PA      | $302593.75    | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                            | Trafigura Securitisation Finance PLC                                              | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $1800910.00   | 0.12%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7535 | PA      | $7858.73      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BorgWarner, Inc.                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    717000 | PA      | $686888.47    | 0.05%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Sempra Energy                                                                   | Sempra Energy                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     29480 | NS      | $4555839.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4630 | NS      | $3907858.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6340 | NS      | $590824.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DuPont de Nemours, Inc.                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     24094 | NS      | $1653571.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87989 | PA      | $88256.74     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co.                                                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     16230 | NS      | $1410062.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                         | GSK Consumer Healthcare Capital U.S. LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1585047.11   | 0.11%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    348101 | PA      | $332079.57    | 0.02%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                                 | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    585000 | PA      | $521515.80    | 0.04%             | 2024-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $801703.41    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC                                                              | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240813.78    | 0.02%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      9400 | NS      | $1400976.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7703000 | PA      | $6291786.37   | 0.43%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                          | Global Atlantic Fin Co.                                                           | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2351000 | PA      | $1730454.56   | 0.12%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | Black Hills Corp.                                                                 | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1012211.15   | 0.07%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OHIO NAT FINANCIAL SRVS                                                         | Ohio National Financial Services, Inc.                                            | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2106847.82   | 0.14%             | 2030-01-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $5355392.59   | 0.36%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1817138 | PA      | $1711757.63   | 0.12%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| New Residential Advance Receivables Trust Advance                               | New Residential Advance Receivables Trust Advance Receivables Backed              | CUSIP: 62942QCR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $868526.10    | 0.06%             | 2053-08-15      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW Owner Trust                                                                   | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172238 | PA      | $162360.30    | 0.01%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850971 | PA      | $804119.15    | 0.05%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                                                     | Orange Lake Timeshare Trust                                                       | CUSIP: 68504WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46732 | PA      | $45153.14     | 0.00%             | 2030-11-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co.                                                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    175820 | NS      | $11183910.20  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                                    | Fortinet, Inc.                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     18680 | NS      | $913265.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363601 | PA      | $362673.12    | 0.02%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2564000 | PA      | $2190817.80   | 0.15%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co.                                                                  | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1537308.03   | 0.10%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                                | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $601720.63    | 0.04%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA Finance LLC                                                              | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    565000 | PA      | $553192.04    | 0.04%             | 2023-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust                                               | CUSIP: 17323CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $546867.60    | 0.04%             | 2048-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3184000 | PA      | $3048306.87   | 0.21%             | 2038-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp.                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    153860 | NS      | $16970758.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                                     | Corning, Inc.                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     24080 | NS      | $769115.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    658000 | PA      | $661521.33    | 0.04%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360800 | PA      | $1286434.40   | 0.09%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                           | Keysight Technologies, Inc.                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1002412.21   | 0.07%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                     | BBCMS Trust                                                                       | CUSIP: 05490VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1075938.51   | 0.07%             | 2032-09-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1229216 | PA      | $1054229.89   | 0.07%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                                                    | BB-UBS Trust                                                                      | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631398 | PA      | $614392.27    | 0.04%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1931600 | PA      | $1599757.15   | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                       | Host Hotels & Resorts, Inc.                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     23570 | NS      | $378298.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA Tower Trust                                                                   | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |   3421000 | PA      | $3226169.60   | 0.22%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    569000 | PA      | $552241.17    | 0.04%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3927600 | PA      | $3753926.44   | 0.25%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1108101.93   | 0.07%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group PLC                                                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1239000 | PA      | $1316125.47   | 0.09%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    734000 | PA      | $610072.80    | 0.04%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust                                               | CUSIP: 17322AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $279373.70    | 0.02%             | 2047-03-11      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                  | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1599477.42   | 0.11%             | 2028-05-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4973 | PA      | $5146.53      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $631431.91    | 0.04%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc.                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      4060 | NS      | $1372158.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439039 | PA      | $423346.81    | 0.03%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX Cos., Inc.                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     36050 | NS      | $2869580.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Bank PLC                                                                 | Lloyds Bank PLC                                                                   | CUSIP: 53943SNH6<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |   3919000 | PA      | $3910507.53   | 0.26%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607224 | PA      | $570241.55    | 0.04%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway, Inc.                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     44558 | NS      | $13763966.20  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co. LLC                                                   | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69017.53     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138ELMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17466 | PA      | $17156.00     | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | Hershey Co.                                                                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4930 | NS      | $1141640.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    594000 | PA      | $370167.86    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust                                               | CUSIP: 17322AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86951 | PA      | $85437.27     | 0.01%             | 2047-03-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | Microchip Technology, Inc.                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $967137.51    | 0.07%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                          | NBCUniversal Media LLC                                                            | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    726000 | PA      | $643362.65    | 0.04%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix, Inc.                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     16420 | NS      | $4841929.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                      | Cadence Design Systems, Inc.                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7220 | NS      | $1159820.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Asset Securitization LLC                                               | Atlantic Asset Securitization LLC                                                 | CUSIP: 04821UPF3<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1350000 | PA      | $1342206.22   | 0.09%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                          | Intuitive Surgical, Inc.                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     20133 | NS      | $5342291.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1396699.84   | 0.09%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | Carlisle Cos., Inc.                                                               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    804000 | PA      | $613281.24    | 0.04%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | Credit Suisse Group AG                                                            | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1088000 | PA      | $962284.12    | 0.07%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                                                     | Orange Lake Timeshare Trust                                                       | CUSIP: 68504WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57117 | PA      | $55252.20     | 0.00%             | 2030-11-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc.                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     42689 | NS      | $14844245.97  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31416AWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8517 | PA      | $8809.15      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | Boardwalk Pipelines LP                                                            | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    647000 | PA      | $542830.39    | 0.04%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | Southwest Airlines Co.                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     19973 | NS      | $672490.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2710 | PA      | $2797.87      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp.                                                                       | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1180538.19   | 0.08%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                | Booz Allen Hamilton Holding Corp.                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8100 | NS      | $846612.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2910 | NS      | $1627068.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    224322 | NS      | $7429544.64   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                            | Rackspace Technology Global, Inc.                                                 | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $699087.36    | 0.05%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $800897.33    | 0.05%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                                                    | BB-UBS Trust                                                                      | CUSIP: 05538UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3935000 | PA      | $39459.00     | 0.00%             | 2036-11-05      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co.                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    931000 | PA      | $829004.74    | 0.06%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                          | CNH Industrial Capital LLC                                                        | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1388246.93   | 0.09%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31416CH58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65552 | PA      | $68012.71     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1074000 | PA      | $1066906.05   | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                       | Tesla, Inc.                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     72231 | NS      | $8897414.58   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | U.S. Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    167175 | NS      | $7290501.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                          | Aviation Capital Group LLC                                                        | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2133539.21   | 0.14%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137B7YY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2260000 | PA      | $2225949.48   | 0.15%             | 2024-01-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                                | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    619000 | PA      | $612909.04    | 0.04%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot, Inc.                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     17174 | NS      | $5424579.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                                                       | Baidu, Inc.                                                                       | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1533000 | PA      | $1507920.12   | 0.10%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9861 | PA      | $10299.93     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | Carlisle Cos., Inc.                                                               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $976824.58    | 0.07%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | Camden Property Trust                                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      7249 | NS      | $811018.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc.                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    737000 | PA      | $656984.43    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157709 | PA      | $151615.17    | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1410679.20   | 0.10%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137FBU61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604793 | PA      | $592055.33    | 0.04%             | 2027-06-25      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651900 | PA      | $611821.81    | 0.04%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                                                        | Britannia Funding Co. LLC                                                         | CUSIP: 11042MP77<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |   9850000 | PA      | $9802792.20   | 0.66%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1641000 | PA      | $1389273.16   | 0.09%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mont Blanc Capital Corp                                                         | Mont Blanc Capital Corp.                                                          | CUSIP: 6117P5P76<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   3547000 | PA      | $3530115.68   | 0.24%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                        | CUSIP: 12657GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835861 | PA      | $1609526.47   | 0.11%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                               | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4502000 | PA      | $4467508.29   | 0.30%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2657059.24   | 0.18%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                    | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1106571.16   | 0.07%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | Municipal Electric Authority of Georgia                                           | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     47000 | PA      | $50277.86     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                          | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296113 | PA      | $4725.58      | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    211109 | NS      | $3432632.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                                                  | AutoNation, Inc.                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11890 | NS      | $1275797.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31417SBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157642 | PA      | $159562.14    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                                | CUSIP: 29273RBB4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    534000 | PA      | $543003.03    | 0.04%             | 2024-02-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                                      | BXG Receivables Note Trust                                                        | CUSIP: 05606XAA2<br>LEI: 549300R4HW4HQYM9LE23 | Long             | ABS-O            | CORP              | US        |    131170 | PA      | $125894.66    | 0.01%             | 2030-05-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     43633 | NS      | $4790467.07   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                           | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383374 | PA      | $350250.63    | 0.02%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554093 | PA      | $519632.33    | 0.04%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp.                                                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    540000 | PA      | $550268.04    | 0.04%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    525000 | PA      | $479109.75    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencove Funding LLC                                                            | Glencove Funding LLC                                                              | CUSIP: 37828XPH6<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | IE        |   6300000 | PA      | $6261806.94   | 0.42%             | 2023-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                                   | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1309000 | PA      | $1152369.38   | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp.                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     15430 | NS      | $4325183.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286777 | PA      | $281954.11    | 0.02%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-Aces                                        | CUSIP: 3136AHAG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85208 | PA      | $83638.92     | 0.01%             | 2023-10-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138EL6E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48280 | PA      | $47425.32     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31023000 | PA      | $26306444.56  | 1.78%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4208000 | PA      | $3384706.90   | 0.23%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137B5KW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477128 | PA      | $1463358.36   | 0.10%             | 2023-08-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                              | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      2770 | NS      | $959528.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                            | Parker-Hannifin Corp.                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     16058 | NS      | $4672878.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $377810.20    | 0.03%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Collateralized Commercial Paper V Co LLC                                        | Collateralized Commercial Paper V Co. LLC                                         | CUSIP: 19424JP18<br>LEI: 549300ZLXI3T111CH173 | Long             | STIV             | CORP              | US        |   5919000 | PA      | $5895300.32   | 0.40%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23537000 | PA      | $20684193.21  | 1.40%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     56950 | NS      | $1764311.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mackinac Funding Co LLC                                                         | Mackinac Funding Co. LLC                                                          | CUSIP: 55458FQ18<br>LEI: 549300DSZ0UOZX6UNF02 | Long             | STIV             | CORP              | US        |   6600000 | PA      | $6548836.27   | 0.44%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp.                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    850000 | PA      | $718564.50    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                              | Alcon Finance Corp.                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    593000 | PA      | $598316.78    | 0.04%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | Bayer U.S. Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    890000 | PA      | $839038.83    | 0.06%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                                                       | Infor, Inc.                                                                       | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1244043.42   | 0.08%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3232000 | PA      | $3030000.00   | 0.20%             | 2038-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     32710 | NS      | $1242980.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     91957 | NS      | $2757790.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    983000 | PA      | $777851.38    | 0.05%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                                              | Accelerated Assets LLC                                                            | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442798 | PA      | $401006.93    | 0.03%             | 2040-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                             | Affirm Holdings, Inc.                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31130 | NS      | $301027.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| STELLANTIS FIN US INC                                                           | Stellantis Finance U.S., Inc.                                                     | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1542287.28   | 0.10%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1530000 | PA      | $1087931.13   | 0.07%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                      | Dexcom, Inc.                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     10662 | NS      | $1207364.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104970 | PA      | $98626.17     | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805899 | PA      | $1596934.84   | 0.11%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc.                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    666000 | PA      | $629340.87    | 0.04%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     31280 | NS      | $1311883.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     17504 | NS      | $7505015.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc.                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     43889 | NS      | $7199112.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1077000 | PA      | $1062107.11   | 0.07%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64830WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393273 | PA      | $1256286.86   | 0.08%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                          | Advanced Micro Devices, Inc.                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1462319.77   | 0.10%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4249000 | PA      | $3696132.06   | 0.25%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                        | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140897.97    | 0.01%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34307 | PA      | $35415.60     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc.                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     74283 | NS      | $8939216.22   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                                                      | Sprint LLC                                                                        | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633815.63    | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer, Inc.                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     60844 | NS      | $3117646.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     27260 | NS      | $2423959.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                 | Fontainebleau Miami Beach Trust                                                   | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2051891.60   | 0.14%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128283U2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    591400 | PA      | $590609.49    | 0.04%             | 2023-01-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc                                                      | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5541 | NS      | $218315.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138XKSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46041 | PA      | $44448.84     | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                                                        | Sarepta Therapeutics, Inc.                                                        | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      6530 | NS      | $846157.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     30140 | NS      | $2463643.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1681240.34   | 0.11%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp.                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     88922 | NS      | $8974008.24   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                                   | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2146000 | PA      | $1824944.88   | 0.12%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc.                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    819000 | PA      | $597605.01    | 0.04%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Globe Life Inc                                                                  | Globe Life, Inc.                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     11240 | NS      | $1354982.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                    | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $477659.57    | 0.03%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36777 | PA      | $36679.07     | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      6633 | NS      | $1200573.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp.                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1168142.65   | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128PMKV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       741 | PA      | $745.87       | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                | Peruvian Government International Bonds                                           | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    160000 | PA      | $167226.12    | 0.01%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                                                         | Aon PLC                                                                           | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      6630 | NS      | $1989928.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNICH RE                                                                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                         | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $797000.00    | 0.05%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31411LXD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11237 | PA      | $11365.02     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp.                                                                  | CUSIP: 125896BM1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78274.33     | 0.01%             | 2024-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2427000 | PA      | $1704209.06   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp.                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     14640 | NS      | $1982402.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                               | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    656000 | PA      | $561545.51    | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1043740 | PA      | $952875.24    | 0.06%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV/NXP Funding LLC/NXP USA, Inc.                                              | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    563000 | PA      | $352349.06    | 0.02%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                             | TE Connectivity Ltd.                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      9070 | NS      | $1041236.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                                                | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    982000 | PA      | $908548.51    | 0.06%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1034099.82   | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    889000 | PA      | $739259.06    | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1093700 | PA      | $1010134.48   | 0.07%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                  | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1173962.98   | 0.08%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1737017 | PA      | $1333064.15   | 0.09%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co.                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    869000 | PA      | $813022.10    | 0.05%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    826000 | PA      | $612561.88    | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group, Inc.                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     64719 | NS      | $2958305.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust                                                                         | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2609716 | PA      | $2300119.94   | 0.16%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC Global Ltd.                                                                  | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   2651000 | PA      | $2040527.19   | 0.14%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                                  | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    681000 | PA      | $651066.23    | 0.04%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1715330 | PA      | $1715977.69   | 0.12%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64828YAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386874 | PA      | $352770.85    | 0.02%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                        | Triton Container International Ltd./TAL International Container Corp.             | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1580000 | PA      | $1220850.20   | 0.08%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chariot Funding LLC                                                             | Chariot Funding LLC                                                               | CUSIP: 15963UN93<br>LEI: 549300EEWRNP448AMT79 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7490977.05   | 0.51%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                                                      | Liberty Street Funding LLC                                                        | CUSIP: 53127UP79<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6469058.90   | 0.44%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp.                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $886961.72    | 0.06%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                  | Bavarian Sky U.K. 5 PLC                                                           | CUSIP: 44928XAY0<br>LEI: 213800MAPH9PBACGJG35 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2512190.20   | 0.17%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     12260 | NS      | $1570260.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    822000 | PA      | $677927.24    | 0.05%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DocuSign Inc                                                                    | DocuSign, Inc.                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     18180 | NS      | $1007535.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc.                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1275117.79   | 0.09%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    886000 | PA      | $736783.88    | 0.05%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PulteGroup, Inc.                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $209438.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1767000 | PA      | $1467783.39   | 0.10%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government International Bonds                                          | CUSIP: 455780BV7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1429000 | PA      | $1440848.12   | 0.10%             | 2026-01-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1591000 | PA      | $1251669.53   | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $958131.34    | 0.06%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138EHAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75285 | PA      | $78637.46     | 0.01%             | 2041-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     46270 | NS      | $3933875.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                          | Brazil Government International Bonds                                             | CUSIP: 105756BV1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    480000 | PA      | $470858.88    | 0.03%             | 2025-01-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                 | Ulta Beauty, Inc.                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1470 | NS      | $689532.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                        | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1463932.79   | 0.10%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc.                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     10790 | NS      | $563777.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                                     | Workday, Inc.                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1149564.57   | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thunder Bay Funding LLC                                                         | Thunder Bay Funding LLC                                                           | CUSIP: 88602USJ0<br>LEI: 549300D7DHGDB5EMW139 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4906792.80   | 0.33%             | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                    | ADT Security Corp.                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1014594.12   | 0.07%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM, Inc.                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10554 | NS      | $1160306.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI Properties LP                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1735000 | PA      | $1651576.58   | 0.11%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133924 | PA      | $130481.53    | 0.01%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1045812.55   | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                         | Sensata Technologies BV                                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $172500.00    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP/PAA Finance Corp.                                 | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $913030.23    | 0.06%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | Saudi Arabian Oil Co.                                                             | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    214000 | PA      | $205710.50    | 0.01%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL Finance PLC                                                                   | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    709000 | PA      | $640771.93    | 0.04%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                     | Textron, Inc.                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     47080 | NS      | $3333264.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                      | Neurocrine Biosciences, Inc.                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      7900 | NS      | $943576.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11707000 | PA      | $9540668.35   | 0.64%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | Lam Research Corp.                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     15726 | NS      | $6609637.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                        | International Flavors & Fragrances, Inc.                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $873027.95    | 0.06%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government International Bonds                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1883000 | PA      | $1776553.92   | 0.12%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc.                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1695 | NS      | $4180175.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                       | CUSIP: 87019SNT7<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   6750000 | PA      | $6727677.01   | 0.45%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9698000 | PA      | $8635008.33   | 0.58%             | 2038-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                           | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $214470.00    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris, Inc.                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    510000 | PA      | $436181.00    | 0.03%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial, Inc.                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      7590 | NS      | $2363298.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1054239.35   | 0.07%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210395 | PA      | $195688.62    | 0.01%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128LCHR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20818 | PA      | $21770.21     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     43579 | NS      | $3412671.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Lake Timeshare Trust                                                     | Orange Lake Timeshare Trust                                                       | CUSIP: 68504UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168732 | PA      | $159860.94    | 0.01%             | 2038-04-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4207564.44   | 0.28%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc.                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     39612 | NS      | $5418129.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Houston Galleria Mall Trust                                                     | Houston Galleria Mall Trust                                                       | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $734861.76    | 0.05%             | 2037-03-05      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5249200 | PA      | $4845462.72   | 0.33%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp.                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      6690 | NS      | $2509552.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1120248.92   | 0.08%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2086000 | PA      | $2218982.50   | 0.15%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc.                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4120 | NS      | $2110222.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                         | Schlumberger Holdings Corp.                                                       | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1565260.53   | 0.11%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        62 | NC      | $-63194.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    703800 | PA      | $666768.02    | 0.05%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                 | Chevron USA, Inc.                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $962631.64    | 0.07%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                        | Broadstone Net Lease LLC                                                          | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   1578000 | PA      | $1186492.47   | 0.08%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    411550 | NS      | $53472691.50  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7861 | PA      | $7965.32      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp.                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     20570 | NS      | $5459689.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                  | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1484654.66   | 0.10%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM, Inc.                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    862000 | PA      | $819297.34    | 0.06%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138EJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53458 | PA      | $51401.95     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                 | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1828325.07   | 0.12%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-Eleven, Inc.                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1048772.96   | 0.07%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      7680 | NS      | $5541043.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Qatar                                                                  | Qatar Government International Bonds                                              | CUSIP: 74727PAW1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $198900.00    | 0.01%             | 2023-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    831000 | PA      | $801915.00    | 0.05%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp./Aon Global Holdings PLC                                                 | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1541017.04   | 0.10%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    970000 | PA      | $796710.55    | 0.05%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                         | Schlumberger Investment SA                                                        | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    121000 | PA      | $119503.04    | 0.01%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust                               | Deutsche Alt-A Securities Mortgage Loan Trust                                     | CUSIP: 25150MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63242 | PA      | $58313.62     | 0.00%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8962400 | PA      | $8288819.63   | 0.56%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8226 | PA      | $8537.92      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | Appalachian Power Co.                                                             | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    505000 | PA      | $487000.20    | 0.03%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1035229.82   | 0.07%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     12340 | NS      | $486319.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                         | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2553442 | PA      | $2280388.33   | 0.15%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                           | Rivian Automotive, Inc.                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8389 | NS      | $154609.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                               | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2345574.72   | 0.16%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3140J6EV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509191 | PA      | $531443.67    | 0.04%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial, Inc.                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     10270 | NS      | $1021454.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450800 | PA      | $1445246.16   | 0.10%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4354000 | PA      | $3274684.24   | 0.22%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd.                                                             | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1322000 | PA      | $1290257.52   | 0.09%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546213 | PA      | $1430535.11   | 0.10%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings, Inc.                                                              | CUSIP: 77119MN60<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997497.49   | 0.20%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     90680 | NS      | $2975210.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5674300 | PA      | $4830691.15   | 0.33%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                     | Equifax, Inc.                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1020369.42   | 0.07%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                 | T-Mobile U.S., Inc.                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     30960 | NS      | $4334400.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138X4KV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49317 | PA      | $48443.76     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | Kimberly-Clark Corp.                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     23688 | NS      | $3215646.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                        | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1170000 | PA      | $1288541.40   | 0.09%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1254125.00   | 0.08%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                                                          | Palisades Center Trust                                                            | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1911000 | PA      | $1251705.00   | 0.08%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government International Bonds                                           | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1125000 | PA      | $1057333.42   | 0.07%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc.                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    581000 | PA      | $510302.40    | 0.03%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos., Inc.                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     33440 | NS      | $6269665.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                      | CUSIP: 36197QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958532 | PA      | $952500.99    | 0.06%             | 2031-04-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                                      | Charter Communications, Inc.                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     12029 | NS      | $4079033.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235706 | PA      | $943602.13    | 0.06%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137BLMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2842000 | PA      | $2730546.99   | 0.18%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc.                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3020335.52   | 0.20%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1239000 | PA      | $1125699.26   | 0.08%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 31414KDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14714 | PA      | $14880.24     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    462000 | PA      | $390654.14    | 0.03%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp.                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1959623.75   | 0.13%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings, Inc.                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2619 | NS      | $5278018.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bedford Row Funding Corp                                                        | Bedford Row Funding Corp.                                                         | CUSIP: 07644BP71<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |   5753000 | PA      | $5725602.32   | 0.39%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCE Trust III                                                                   | SCE Trust III                                                                     | CUSIP: 78409B207<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1280 | NS      | $23731.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     60798 | NS      | $6745538.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                     | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      4019 | NS      | $2632565.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065100 | PA      | $953555.74    | 0.06%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1392000 | PA      | $1258509.37   | 0.09%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    649000 | PA      | $472446.34    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59320 | PA      | $62283.77     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | Colgate-Palmolive Co.                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     68860 | NS      | $5425479.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global, Inc.                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     13122 | NS      | $4395082.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                 | Equity LifeStyle Properties, Inc.                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     25314 | NS      | $1635284.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137FBTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3547566 | PA      | $3450799.10   | 0.23%             | 2024-08-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                             | CUSIP: 3138EKTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21752 | PA      | $21261.11     | 0.00%             | 2043-02-01      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands, Inc.                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    276000 | PA      | $262819.69    | 0.02%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     28250 | NS      | $10334980.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                                                | CIFC Funding Ltd.                                                                 | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3380000 | PA      | $3333031.52   | 0.23%             | 2030-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UBS-BAMLL Trust                                                                 | UBS-BAMLL Trust                                                                   | CUSIP: 90269PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29028 | PA      | $28986.75     | 0.00%             | 2030-06-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2083007.81   | 0.14%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1008113.20   | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    267480 | NS      | $22468320.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                        | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394656 | PA      | $1911514.89   | 0.13%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                                | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1018854.93   | 0.07%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                         | United Airlines Pass-Through Trust                                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945338 | PA      | $870674.77    | 0.06%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6622300 | PA      | $5587306.96   | 0.38%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Loan Trust                                                  | Nationstar Mortgage Loan Trust                                                    | CUSIP: 63861HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111359 | PA      | $102004.66    | 0.01%             | 2052-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Indexed Notes                                             | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3856113 | PA      | $3456606.33   | 0.23%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OHIO NAT FINANCIAL SRVS                                                         | Ohio National Financial Services, Inc.                                            | CUSIP: 67740QAG1<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    635000 | PA      | $614378.32    | 0.04%             | 2031-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                               | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354923 | PA      | $334766.58    | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                            | Western Digital Corp.                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    775000 | PA      | $599594.25    | 0.04%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | Royalty Pharma PLC                                                                | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    937000 | PA      | $734834.91    | 0.05%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                         | Office Properties Income Trust                                                    | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    865000 | PA      | $579562.28    | 0.04%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc.                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      8137 | NS      | $2096986.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                        | CUSIP: 695114CR7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    888000 | PA      | $872693.33    | 0.06%             | 2024-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    713000 | PA      | $625910.41    | 0.04%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33 Ltd                                              | Octagon Investment Partners 33 Ltd.                                               | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1382991.40   | 0.09%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     59160 | NS      | $3015385.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5098000 | PA      | $3920282.37   | 0.26%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    126035 | NS      | $9068218.25   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    682000 | PA      | $649038.00    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial, Inc.                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1700689.72   | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                                                         | Columbia Funding Co. LLC                                                          | CUSIP: 19767DQ15<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   6900000 | PA      | $6846510.65   | 0.46%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     53820 | NS      | $7951905.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Longfellow Place CLO Ltd                                                        | Longfellow Place CLO Ltd.                                                         | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-CBDO         | CORP              | KY        |    375792 | PA      | $374088.43    | 0.03%             | 2029-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1133462.10   | 0.08%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7711 | NS      | $716814.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1045388.48   | 0.07%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     51422 | NS      | $3150625.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                              | Republic of Poland Government International Bonds                                 | CUSIP: 731011AT9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    405000 | PA      | $402967.71    | 0.03%             | 2023-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                              | Panama Government International Bonds                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    550000 | PA      | $516900.74    | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp. PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     34489 | NS      | $5413048.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     80528 | NS      | $9502304.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer