# EDGAR Filing Document

**Accession Number:** 0000356349
**File Stem:** 0002071691-25-003687
**Filing Date:** 2025-10
**Character Count:** 628794
**Document Hash:** b9568c19ff7b1a83e1f713e2fc9771c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-003687.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0002071691-25-003687

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XIII
- **CENTRAL INDEX KEY:** 0000356349

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03327
- **FILM NUMBER:** 251420582

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT SECURITIES FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT GUARANTEED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19910522

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORKING CAPITAL TRUST
- **DATE OF NAME CHANGE:** 19840529

## Series and Classes Contracts Data

### MFS Diversified Income Fund (Series ID: S000012219)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000033358 | A            | DIFAX           |
| C000033359 | C            | DIFCX           |
| C000033360 | I            | DIFIX           |
| C000068409 | R1           | DIFDX           |
| C000068410 | R2           | DIFEX           |
| C000068411 | R3           | DIFFX           |
| C000068412 | R4           | DIFGX           |
| C000117928 | R6           | DIFHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust XIII

- **b. Investment Company Act file number:** 811-03327

- **c. CIK number of Registrant:** 0000356349

- **d. LEI of Registrant:** 5493000SCRZM3WD72S74

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000012219

- **c. LEI of Series:** 7Z555RPCNKK7AVR16U38

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

- **a. Date of fiscal year-end:** 2026-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1918301675.97

**Total Liabilities:** $18172698.28

**Net Assets:** $1900128977.69

**Delayed Delivery Securities:** $6032412.85

**Cash Not Reported:** $109.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1137.02314130 | **1-Year:** -22073.14814070 | **5-Year:** -87498.69114080 | **10-Year:** -130676.23291320 | **30-Year:** -70775.59342910

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

- **3-Month:** -484.53596920 | **1-Year:** -9117.81084020 | **5-Year:** -30219.05622180 | **10-Year:** -35472.04388050 | **30-Year:** -11055.57128360

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000068409 | 1.68%                | -0.27%               | 2.06%                |
| Class ID C000068412 | 1.76%                | -0.18%               | 2.14%                |
| Class ID C000068410 | 1.72%                | -0.22%               | 2.10%                |
| Class ID C000033358 | 1.74%                | -0.20%               | 2.20%                |
| Class ID C000033359 | 1.68%                | -0.26%               | 2.06%                |
| Class ID C000033360 | 1.76%                | -0.18%               | 2.14%                |
| Class ID C000068411 | 1.74%                | -0.20%               | 2.12%                |
| Class ID C000117928 | 1.77%                | -0.17%               | 2.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2044901.97              | $22622963.31                               |
| Month 2  | $2203576.58              | $-11213533.19                              |
| Month 3  | $2476290.62              | $31020187.90                               |

**Designated Index Information**

- **Index Name:** 25% BBG US HY 2% Issuer Cap, 20% ACWI HDivY, 15% JPM GBI-EM Gbl Div, 15% BBG US Credit, 15% MSCI US REIT, 10% BBG US Gov/Mtge BI

- **Index Identifier:** 25% LF89TRUU, 20% M1ACWIHD, 15% JGENVUUG, 15% LUCRTRUU, 15%, 10% LUMSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1995119 | PA      | $1701426.50   | 0.09%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292JBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         811 | PA      | $824.22       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      816000 | PA      | $804060.61    | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1042091.01   | 0.05%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class XAM  | CUSIP: 3137H7Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17860106 | PA      | $362761.97    | 0.02%             | 2032-06-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1750000 | PA      | $1747856.55   | 0.09%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51705 | PA      | $43034.03     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87483 | PA      | $69874.16     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      367000 | PA      | $333469.91    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2024-2, Class A            | CUSIP: 02531BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5357 | PA      | $5360.11      | 0.00%             | 2027-02-12      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      597000 | PA      | $632302.20    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      718000 | PA      | $687586.20    | 0.04%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      801000 | PA      | $760190.84    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1074848.01   | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      901000 | PA      | $895696.59    | 0.05%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29204 | PA      | $30305.27     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31385XA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6299 | PA      | $6443.26      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      357000 | PA      | $306463.30    | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XKKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65721 | PA      | $65066.80     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1299000 | PA      | $1376330.73   | 0.07%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2223000 | PA      | $2233390.41   | 0.12%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177UCZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12530 | PA      | $12008.91     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7416 | PA      | $7624.87      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      542000 | PA      | $566517.37    | 0.03%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                        | Columbia Pipelines Holding Co. LLC                                              | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      313000 | PA      | $316749.58    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5266, Class FA                                                    | CUSIP: 3137H9AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      723294 | PA      | $711119.86    | 0.04%             | 2052-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1192169.25   | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       48437 | NS      | $3697680.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2018-73, Class MV                                                  | CUSIP: 3136B3DM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191302 | PA      | $187632.51    | 0.01%             | 2030-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      478000 | PA      | $466866.66    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      201892 | PA      | $175288.65    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                         | Indian Railway Finance Corp. Ltd.                                               | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     1354000 | PA      | $1243232.74   | 0.07%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM  | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8166315 | PA      | $610279.34    | 0.03%             | 2030-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       23042 | NS      | $2307656.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                             | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      852000 | PA      | $894240.38    | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       89746 | PA      | $89559.32     | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K106, Class X1   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4076825 | PA      | $199839.04    | 0.01%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1244000 | PA      | $951660.00    | 0.05%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1105156.16   | 0.06%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                       | Public Service Electric and Gas Co., Series Q                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      518000 | PA      | $505842.36    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                               | Euronext NV                                                                     | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |       11053 | NS      | $1824550.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2512887 | PA      | $2544815.61   | 0.13%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31486 | PA      | $25176.66     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191771 | PA      | $166502.58    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $693609.88    | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       12877 | NS      | $1471712.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-4, Class A1                             | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |      335117 | PA      | $339005.87    | 0.02%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      459000 | PA      | $453460.23    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      585000 | PA      | $583059.26    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1025000 | PA      | $1054607.89   | 0.06%             | 2055-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2024-2A, Class A2                     | CUSIP: 37964VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       43498 | PA      | $43519.81     | 0.00%             | 2027-06-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1035000 | PA      | $1033072.42   | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corp.                                           | Central American Bottling Corp.                                                 | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     2121000 | PA      | $2072450.52   | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                          | Sorik Marapi Geothermal Power PT                                                | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |      570418 | PA      | $579406.38    | 0.03%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1678568.49   | 0.09%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        4438 | NS      | $1182771.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |      671000 | PA      | $673174.13    | 0.04%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453456 | PA      | $382448.70    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1811000 | PA      | $1870224.88   | 0.10%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16981 | PA      | $17106.08     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WEVB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121379 | PA      | $113056.71    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                               | Business Jet Securities LLC, Series 2024-1A, Class A                            | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189755 | PA      | $195833.48    | 0.01%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                        | Abu Dhabi National Energy Co. PJSC                                              | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |      549000 | PA      | $536219.49    | 0.03%             | 2037-03-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    38220000 | PA      | $1551944.16   | 0.08%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      600000 | PA      | $596733.77    | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122317 | PA      | $122394.85    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2022-66, Class CF                                                  | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1072163 | PA      | $1055664.04   | 0.06%             | 2052-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1349000 | PA      | $1379689.74   | 0.07%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2011-123, Class JF                                                 | CUSIP: 3136A2PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37466 | PA      | $37326.74     | 0.00%             | 2041-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                              | Northwestern Mutual Life Insurance Co. (The)                                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1606177.73   | 0.08%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                          | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1269717.91   | 0.07%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234085 | PA      | $188329.19    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      799000 | PA      | $777427.00    | 0.04%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M5HJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2684 | PA      | $2830.02      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        9182 | NS      | $999552.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAD Auto Receivables Trust                                                | LAD Auto Receivables Trust, Series 2022-1A, Class A                             | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12020 | PA      | $12023.79     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1812000 | PA      | $1655825.28   | 0.09%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class X1   | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3075793 | PA      | $136988.76    | 0.01%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                    | DP World Crescent Ltd.                                                          | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     1123000 | PA      | $1160628.36   | 0.06%             | 2035-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168873 | PA      | $176896.00    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1084000 | PA      | $1023834.35   | 0.05%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      343000 | PA      | $350804.81    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                  | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |      858000 | PA      | $878202.63    | 0.05%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      569000 | PA      | $589882.23    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      902000 | PA      | $556546.38    | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      656000 | PA      | $665823.60    | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3845, Class AI                                                    | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      105694 | PA      | $16682.75     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4658000 | PA      | $4699303.37   | 0.25%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                        | Indofood CBP Sukses Makmur Tbk. PT                                              | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     1637000 | PA      | $1406655.95   | 0.07%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $1161599.91   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B2JW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      723226 | PA      | $583633.88    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-425.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     1222000 | PA      | $1155384.38   | 0.06%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                         | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     1236000 | PA      | $1167641.65   | 0.06%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      426688 | PA      | $425802.45    | 0.02%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IIFL Finance Ltd.                                                         | IIFL Finance Ltd.                                                               | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |      616000 | PA      | $623515.26    | 0.03%             | 2028-07-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                    | Virginia Power Fuel Securitization LLC, Series A-1                              | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |      314932 | PA      | $316438.11    | 0.02%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6853400 | PA      | $5241244.70   | 0.28%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      581684 | PA      | $483187.87    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1529000 | PA      | $1478371.66   | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       18105 | NS      | $3153528.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      818000 | PA      | $846173.84    | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6268 | PA      | $6450.89      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      605000 | PA      | $639787.50    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       59710 | NS      | $912368.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     1603000 | PA      | $1547424.95   | 0.08%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV              | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      770733 | PA      | $725731.06    | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      597000 | PA      | $520669.09    | 0.03%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39998 | PA      | $40831.87     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1309000 | PA      | $1382788.13   | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                         | Equity LifeStyle Properties, Inc.                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      140049 | NS      | $8443554.21   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     3381183 | PA      | $2544407.83   | 0.13%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      118453 | PA      | $117615.97    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                     | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |     4169500 | NS      | $1387698.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      839000 | PA      | $791093.10    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419JS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14775 | PA      | $15023.21     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     1064000 | PA      | $1088384.90   | 0.06%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      487000 | PA      | $503687.54    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                       | Santos Finance Ltd.                                                             | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     1029000 | PA      | $1127195.41   | 0.06%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      313000 | PA      | $300929.25    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $249046.70    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      267300 | NS      | $2739136.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2015-144, Class HF                                                 | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1078953 | PA      | $1048505.43   | 0.06%             | 2045-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2938576 | PA      | $2413827.87   | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                                | Essex Property Trust, Inc.                                                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       27795 | NS      | $7510486.95   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      863000 | PA      | $887946.89    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc.                                                                      | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $599211.80    | 0.03%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H03, Class F                                                  | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      369592 | PA      | $372355.09    | 0.02%             | 2067-01-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM  | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3506241 | PA      | $243157.46    | 0.01%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      998000 | PA      | $894027.68    | 0.05%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                    | Chase Auto Owner Trust, Series 2024-5A, Class A2                                | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171428 | PA      | $171469.98    | 0.01%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      572000 | PA      | $583720.28    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-869.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20730 | PA      | $21397.82     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4811 | PA      | $4725.89      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4604, Class FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45197 | PA      | $44765.80     | 0.00%             | 2046-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                          | Adani Transmission Step-One Ltd.                                                | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     2171875 | PA      | $1917591.88   | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kasikornbank PCL                                                          | Kasikornbank PCL                                                                | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      333200 | NS      | $1727970.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      443000 | PA      | $443085.94    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                          | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      956000 | PA      | $981629.34    | 0.05%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      888000 | PA      | $913863.99    | 0.05%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-4, Class LI                                                   | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235571 | PA      | $18114.37     | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                           | Oncor Electric Delivery Co. LLC                                                 | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1076329.80   | 0.06%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      610000 | PA      | $649143.69    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      766000 | PA      | $800134.86    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                  | MFS Institutional Money Market Portfolio, Class A                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    36750778 | NS      | $36754453.01  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      728013 | PA      | $665733.78    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4502000 | PA      | $1198340.94   | 0.06%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412FS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10443 | PA      | $10965.48     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                   | Mid-America Apartment Communities, Inc.                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       70081 | NS      | $10219211.42  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    78250000 | PA      | $1601193.29   | 0.08%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1649 | PA      | $1706.73      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3784000 | PA      | $2403786.00   | 0.13%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5822 | PA      | $6061.84      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289569 | PA      | $240596.50    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32238 | PA      | $28977.92     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140NJQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17457 | PA      | $17610.28     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                              | Northern Star Resources Ltd.                                                    | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     1119000 | PA      | $1170918.46   | 0.06%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-902.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XHE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      370116 | PA      | $348549.70    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      893000 | PA      | $978673.53    | 0.05%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      644745 | PA      | $627048.46    | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      977268 | PA      | $983931.69    | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      443000 | PA      | $458290.63    | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                              | PPL Electric Utilities Corp.                                                    | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $1024033.93   | 0.05%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                            | Element Fleet Management Corp.                                                  | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     1694000 | PA      | $1793491.19   | 0.09%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M4T37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3535 | PA      | $3701.19      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1227012.04   | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2964 | PA      | $3018.42      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1201889 | PA      | $1024964.04   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      950000 | PA      | $964945.35    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8082208 | PA      | $6435009.14   | 0.34%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K522, Class X1   | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6543539 | PA      | $96949.73     | 0.01%             | 2029-05-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                  | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      745000 | PA      | $774802.29    | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                                       | PetroChina Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     5100000 | NS      | $4913219.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Funding II LLC                                                 | Chesapeake Funding II LLC, Series 2023-2A, Class A2                             | CUSIP: 165183DA9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      534117 | PA      | $536561.79    | 0.03%             | 2035-10-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2366000 | PA      | $2022351.28   | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                             | Tengizchevroil Finance Co. International Ltd.                                   | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1286000 | PA      | $1173963.95   | 0.06%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                             | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                          | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |      224100 | NS      | $897625.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1206268.92   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM  | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3344437 | PA      | $242676.36    | 0.01%             | 2030-04-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                           | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1177973.43   | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1136294.76   | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      901000 | PA      | $983943.85    | 0.05%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9ND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      118870 | PA      | $123455.76    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                      | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      662000 | PA      | $674675.07    | 0.04%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      476000 | PA      | $505375.27    | 0.03%             | 2039-01-08      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS       | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      484000 | PA      | $483984.37    | 0.03%             | 2036-11-15      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2020-FL4, Class A                                              | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      231938 | PA      | $232103.91    | 0.01%             | 2035-12-15      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt. Ltd.                                | Varanasi Aurangabad Nh-2 Tollway Pvt. Ltd.                                      | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |      199500 | PA      | $207915.31    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Philippine Government Bond                                                      | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    50280000 | PA      | $899473.57    | 0.05%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1196000 | PA      | $1275414.40   | 0.07%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM15, Class A1                                          | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |      188029 | PA      | $188562.19    | 0.01%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                     | TC Ziraat Bankasi A/S                                                           | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      586000 | PA      | $600617.63    | 0.03%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                              | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      893165 | PA      | $835462.40    | 0.04%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                       | LSEGA Financing plc                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     1950000 | PA      | $1847645.36   | 0.10%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      581000 | PA      | $601284.31    | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |     1018000 | NS      | $6734005.48   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       55711 | NS      | $7441875.38   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1404000 | PA      | $1051612.71   | 0.06%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                               | AREIT Trust, Series 2022-CRE6, Class AS                                         | CUSIP: 04002VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      946500 | PA      | $943015.85    | 0.05%             | 2037-01-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45670 | PA      | $46513.00     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      824000 | PA      | $776949.60    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      456000 | PA      | $472030.68    | 0.02%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         509 | PA      | $527.96       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706836 | PA      | $593804.26    | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                         | National Central Cooling Co. PJSC                                               | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |      957000 | PA      | $915116.90    | 0.05%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4096, Class DZ                                                    | CUSIP: 3137ATAP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230710 | PA      | $219086.52    | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                              | SAN Miguel Industrias Pet SA                                                    | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1886460.00   | 0.10%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1   | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7882208 | PA      | $278463.44    | 0.01%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                            | DTE Energy Co.                                                                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      943000 | PA      | $955567.18    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       42325 | NS      | $4183608.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2380000 | PA      | $546064.78    | 0.03%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      698000 | PA      | $714638.52    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1   | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12625108 | PA      | $170628.33    | 0.01%             | 2031-01-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36213FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26231 | PA      | $26601.80     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2886 | PA      | $2905.01      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                     | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      935000 | PA      | $881622.42    | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1795000 | PA      | $1857366.70   | 0.10%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class XAM | CUSIP: 3137H9MC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11453817 | PA      | $147433.53    | 0.01%             | 2032-11-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-49, Class JA                                                  | CUSIP: 3136BAF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170821 | PA      | $159537.88    | 0.01%             | 2044-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                          | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      705000 | PA      | $687670.11    | 0.04%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-159, Class XAM | CUSIP: 3137HAMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12475897 | PA      | $155961.19    | 0.01%             | 2033-08-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148974 | PA      | $141017.34    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263589 | PA      | $263352.50    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      714000 | PA      | $733816.96    | 0.04%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1   | CUSIP: 3137F4X98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    73858788 | PA      | $244553.83    | 0.01%             | 2028-02-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1836436 | PA      | $1530304.96   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9987 | PA      | $10182.98     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                 | Liberty Costa Rica Senior Secured Finance                                       | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      570000 | PA      | $605260.20    | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      883195 | PA      | $878275.73    | 0.05%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2025-3, Class A4                       | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1135828 | PA      | $1143360.46   | 0.06%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      144639 | NS      | $8181426.93   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73843 | PA      | $69318.37     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6645 | PA      | $6918.41      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      657000 | PA      | $673273.43    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292LSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      362756 | PA      | $341994.11    | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       53724 | NS      | $5199408.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3614 | PA      | $3685.28      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2359000 | PA      | $1750086.29   | 0.09%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      287000 | PA      | $277504.04    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5343 | PA      | $5438.47      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WFPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257164 | PA      | $239477.45    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      758525 | PA      | $632010.89    | 0.03%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      777764 | PA      | $694064.77    | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-98, Class SW                                                  | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      692842 | PA      | $702799.67    | 0.04%             | 2055-06-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      695000 | PA      | $629227.95    | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H08, Class FM                                                 | CUSIP: 38376R2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      640169 | PA      | $645142.31    | 0.03%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      529000 | PA      | $513915.27    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                   | Kirin Holdings Co. Ltd.                                                         | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      172400 | NS      | $2505258.07   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      959000 | PA      | $1018510.58   | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1586000 | PA      | $1667916.90   | 0.09%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2004-60, Class FW                                                  | CUSIP: 31394AWL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13628 | PA      | $13622.54     | 0.00%             | 2034-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18458 | PA      | $19442.38     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8900000 | PA      | $99480.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-40, Class PE                                                  | CUSIP: 3136A5AW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      391353 | PA      | $374877.01    | 0.02%             | 2041-04-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111587 | PA      | $103958.73    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                     | Sun Communities, Inc.                                                           | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       46218 | NS      | $5863677.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                       | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      934000 | PA      | $925016.61    | 0.05%             | 2032-10-07      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3080533 | PA      | $2990472.65   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                       | Macquarie Bank Ltd.                                                             | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      902000 | PA      | $908129.88    | 0.05%             | 2036-08-13      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      881000 | PA      | $899701.92    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1041000 | PA      | $1065670.29   | 0.06%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138E55N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4738 | PA      | $4475.76      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      453000 | PA      | $490146.19    | 0.03%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1333095.00   | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    12405000 | PA      | $342408.94    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      610000 | PA      | $615795.00    | 0.03%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1191858.25   | 0.06%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      904000 | PA      | $783476.29    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5547, Class FH                                                    | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1148065 | PA      | $1157919.56   | 0.06%             | 2055-06-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-108, Class KI                                                 | CUSIP: 38378HQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      219429 | PA      | $30036.40     | 0.00%             | 2042-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          19 | NC      | $-1110.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8950 | PA      | $8351.01      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      677000 | PA      | $675839.44    | 0.04%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2024-M6, Class A2                                             | CUSIP: 3136BTGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      771189 | PA      | $756661.03    | 0.04%             | 2027-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                               | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      909000 | PA      | $844894.27    | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     1142066 | PA      | $1136592.42   | 0.06%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312932ZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4807 | PA      | $4873.93      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      704000 | PA      | $711737.21    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                  | International Flavors & Fragrances, Inc.                                        | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      743000 | PA      | $638920.25    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Series GG                                         | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      347000 | PA      | $318210.23    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                           | Energuate Trust                                                                 | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |      444000 | PA      | $444226.44    | 0.02%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-A, Class A2                                  | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70475 | PA      | $70580.03     | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                               | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | USGA              | PE        |      423000 | PA      | $431185.05    | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $955595.33    | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                  | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      817000 | PA      | $594683.88    | 0.03%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      346040 | PA      | $300508.96    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1934000 | PA      | $1885473.04   | 0.10%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-164, Class FM                                                 | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      581888 | PA      | $581674.39    | 0.03%             | 2054-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B24, Class XA                             | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6631085 | PA      | $270832.09    | 0.01%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       99504 | NS      | $16680850.56  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |      895000 | PA      | $728530.00    | 0.04%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       88724 | NS      | $4980078.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1257000 | PA      | $1279889.97   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      309000 | PA      | $318158.27    | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Albania                                                       | Republic of Albania                                                             | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |      795000 | PA      | $935688.80    | 0.05%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                 | Golden State Tobacco Securitization Corp.                                       | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      855000 | PA      | $751318.08    | 0.04%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1953 | PA      | $2054.79      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-43, Class MA                                                  | CUSIP: 3136ADY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359989 | PA      | $342475.46    | 0.02%             | 2033-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       41168 | NS      | $7293734.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                           | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      403000 | PA      | $414942.02    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15341 | PA      | $14722.08     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                                        | Petroleo Brasileiro SA                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      182318 | NS      | $2260743.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2504 | PA      | $2637.83      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      905000 | PA      | $922268.55    | 0.05%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      454000 | PA      | $465598.20    | 0.02%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                    | Banco GNB Sudameris SA                                                          | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |      895000 | PA      | $895385.84    | 0.05%             | 2031-04-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      590000 | PA      | $599427.02    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                     | American Homes 4 Rent, Class A                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      215664 | NS      | $7725084.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                      | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       57202 | NS      | $1038273.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                        | Indofood CBP Sukses Makmur Tbk. PT                                              | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     1243000 | PA      | $1158286.21   | 0.06%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1013000 | PA      | $1038953.06   | 0.05%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      702000 | PA      | $721851.20    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                  | Equitable Holdings, Inc.                                                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       73525 | NS      | $3915941.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of India                                                         | Republic of India                                                               | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    38220000 | PA      | $445002.27    | 0.02%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      364603 | NS      | $9027570.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      590000 | PA      | $604919.63    | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-129, Class BI                                                 | CUSIP: 38379GKK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61384 | PA      | $2247.11      | 0.00%             | 2029-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      240523 | PA      | $223163.63    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-247.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1985 | PA      | $2110.23      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7276 | PA      | $7550.86      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K057, Class A2   | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4419152 | PA      | $4358922.57   | 0.23%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $950417.08    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      605839 | PA      | $545450.52    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      744000 | PA      | $627249.36    | 0.03%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      864000 | PA      | $873098.93    | 0.05%             | 2035-05-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2082000 | PA      | $2123015.40   | 0.11%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     1083000 | PA      | $1054274.41   | 0.06%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      357335 | PA      | $315171.08    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1356000 | PA      | $1124129.55   | 0.06%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      828000 | PA      | $831100.26    | 0.04%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4543, Class HM                                                    | CUSIP: 3137BMPZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      655128 | PA      | $652971.86    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $6645117.15   | 0.35%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156083 | PA      | $146483.21    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM2, Class A1                                           | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |      557510 | PA      | $560805.75    | 0.03%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM  | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4373949 | PA      | $305238.22    | 0.02%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      214000 | PA      | $256271.89    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1470 | PA      | $1501.91      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                        | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      507000 | PA      | $519376.58    | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       74149 | NS      | $7998065.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                         | Manufacturers & Traders Trust Co.                                               | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      588000 | PA      | $595340.47    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                    | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      826000 | PA      | $595692.31    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      256424 | PA      | $216272.04    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H04, Class BF                                                 | CUSIP: 38376RT22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      279739 | PA      | $281669.07    | 0.01%             | 2067-02-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1553000 | PA      | $1462630.81   | 0.08%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA                | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     4949660 | PA      | $118826.97    | 0.01%             | 2052-01-15      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       38825 | NS      | $6449997.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-79, Class JI                                                  | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      346494 | PA      | $48038.26     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                    | Republic of Kazakhstan                                                          | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      445000 | PA      | $452132.67    | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      701000 | PA      | $742625.38    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                           | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |      330000 | PA      | $339025.50    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      103978 | NS      | $10454987.90  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4940000 | PA      | $4397178.92   | 0.23%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210756 | PA      | $205385.12    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QEWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111927 | PA      | $94563.57     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20B, Class 1           | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       54768 | PA      | $51427.02     | 0.00%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      623411 | PA      | $544983.49    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      222289 | PA      | $208503.73    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335B7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375206 | PA      | $389680.99    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      501000 | PA      | $449522.83    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                     | DB Insurance Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       24903 | NS      | $2362672.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79962 | PA      | $82975.75     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                              | NBK SPC Ltd.                                                                    | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      426000 | PA      | $439652.02    | 0.02%             | 2030-06-06      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2025-59, Class FN                                                  | CUSIP: 3136BWP34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1482509 | PA      | $1492255.86   | 0.08%             | 2055-08-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                 | AREIT LLC, Series 2023-CRE8, Class A                                            | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      442066 | PA      | $442826.20    | 0.02%             | 2041-08-17      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74991 | PA      | $74924.00     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300770 | PA      | $240264.93    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-3, Class PC                                                   | CUSIP: 3136AMNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224995 | PA      | $218773.32    | 0.01%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28915 | PA      | $25096.18     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      795000 | PA      | $842700.00    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      292067 | PA      | $262335.84    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       63037 | NS      | $11388264.42  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      981000 | PA      | $989096.22    | 0.05%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1202000 | PA      | $1200245.08   | 0.06%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A10                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030787 | PA      | $1041118.48   | 0.05%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      958000 | PA      | $1003026.00   | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    36509000 | PA      | $926718.85    | 0.05%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      216866 | NS      | $3867071.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5123000 | PA      | $1519299.49   | 0.08%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd.                                  | Montego Bay Airport Revenue Finance Ltd.                                        | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |      543000 | PA      | $553860.00    | 0.03%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                        | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     1134000 | PA      | $1116567.60   | 0.06%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-13, Class A1                              | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811474 | PA      | $814833.39    | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                   | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      183029 | NS      | $7158264.19   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11275000 | PA      | $11284689.51  | 0.59%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      878000 | PA      | $805451.40    | 0.04%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2930000 | PA      | $1899255.30   | 0.10%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5483, Class FD                                                    | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      644844 | PA      | $647670.96    | 0.03%             | 2054-12-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      625000 | PA      | $604618.22    | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                     | Kingston Airport Revenue Finance Ltd.                                           | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      447000 | PA      | $461084.97    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2025-52, Class FM                                                  | CUSIP: 3136BWXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      963310 | PA      | $969500.65    | 0.05%             | 2055-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1416007.05   | 0.07%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3632, Class PK                                                    | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169899 | PA      | $173117.90    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       27242 | NS      | $3604389.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N0TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34847 | PA      | $35126.57     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      313000 | PA      | $318626.65    | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      484000 | PA      | $487979.55    | 0.03%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A1   | CUSIP: 3137F2L38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      143956 | PA      | $142767.58    | 0.01%             | 2026-12-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-882.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1318000 | PA      | $1174492.42   | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                              | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1020000 | PA      | $1092553.29   | 0.06%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      457104 | PA      | $400271.75    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      100360 | NS      | $1669990.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority                                  | New Hampshire Business Finance Authority, Series 2024 A                         | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      630000 | PA      | $656054.60    | 0.03%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      245266 | PA      | $247224.61    | 0.01%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        9832 | NS      | $1902492.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1093000 | PA      | $992739.11    | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      650602 | NS      | $3102403.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6HH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         554 | PA      | $574.48       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                   | Banco Nacional de Comercio Exterior SNC                                         | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |      454000 | PA      | $466712.00    | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                        | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8727626 | PA      | $192910.22    | 0.01%             | 2051-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       10765 | NS      | $4378879.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      132329 | NS      | $6527789.57   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297V6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3047 | PA      | $3156.42      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      861000 | PA      | $763565.98    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1091000 | PA      | $959010.82    | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51298 | PA      | $43746.79     | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPH Financing International A/S                                           | EPH Financing International A/S                                                 | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      953000 | PA      | $1215636.46   | 0.06%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                        | nVent Finance SARL                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      952000 | PA      | $979386.36    | 0.05%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-537.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan                                                                         | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |      599000 | PA      | $600796.84    | 0.03%             | 2029-10-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                              | NBN Co. Ltd.                                                                    | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     1470000 | PA      | $1540294.67   | 0.08%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6658 | PA      | $6780.97      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM3, Class A1                                           | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      340602 | PA      | $344443.50    | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1116666.09   | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                    | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      109086 | NS      | $1834826.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2024-CBM, Class A2                                  | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      201342 | PA      | $205091.13    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      672000 | PA      | $685464.21    | 0.04%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1      | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      652521 | PA      | $658249.47    | 0.03%             | 2068-12-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      800000 | PA      | $836799.20    | 0.04%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      140758 | NS      | $4894155.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      404767 | PA      | $356477.15    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WGUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      688583 | PA      | $638530.94    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                                       | Scotiabank Peru SAA                                                             | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |      462000 | PA      | $476553.00    | 0.03%             | 2035-10-01      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Popular, Inc.                                                             | Popular, Inc.                                                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       11235 | NS      | $1411565.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-77, Class MY                                                  | CUSIP: 38375GBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120000 | PA      | $109253.40    | 0.01%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1038000 | PA      | $1101036.85   | 0.06%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      388000 | PA      | $278723.04    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1201000 | PA      | $1182676.66   | 0.06%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3164.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petra Diamonds US Treasury plc                                            | Petra Diamonds US Treasury plc                                                  | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |     1636301 | PA      | $924529.11    | 0.05%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1204871.99   | 0.06%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.                              | Kentucky Higher Education Student Loan Corp., Series 2025A-2                    | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      890000 | PA      | $915379.33    | 0.05%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1951000 | PA      | $1641571.48   | 0.09%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                      | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      625000 | PA      | $473523.79    | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      510515 | PA      | $438593.17    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30084 | PA      | $25006.16     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                          | Weyerhaeuser Co.                                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      260160 | NS      | $6730339.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AESU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50210 | PA      | $51378.06     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                        | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      573337 | NS      | $4561495.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Series HH                                         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      646000 | PA      | $592554.62    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                       | Alcon Finance Corp.                                                             | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     2224000 | PA      | $2183607.98   | 0.11%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      317000 | PA      | $297145.34    | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         842 | PA      | $853.43       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B26, Class XA                             | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6301431 | PA      | $215771.06    | 0.01%             | 2054-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4625 | PA      | $4727.25      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1218707.12   | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1421000 | PA      | $1511452.15   | 0.08%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      979000 | PA      | $1006774.61   | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1796000 | PA      | $1753694.95   | 0.09%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2177 | PA      | $2258.65      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419EJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55015 | PA      | $56030.92     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      850000 | PA      | $857734.90    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1198000 | PA      | $930846.00    | 0.05%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XDG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36425 | PA      | $36887.88     | 0.00%             | 2052-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      685000 | PA      | $703593.03    | 0.04%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp.                                                           | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      588000 | PA      | $558003.12    | 0.03%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       96640 | NS      | $7006400.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3387.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       58440 | NS      | $3927752.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DNV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      413906 | PA      | $331231.44    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                           | Gruma SAB de CV                                                                 | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      762000 | PA      | $778472.78    | 0.04%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                           | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                      | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6373251 | PA      | $240399.01    | 0.01%             | 2054-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1128.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3445 | PA      | $3466.14      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      538000 | PA      | $522624.35    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      440367 | PA      | $234495.43    | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15331.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2021-FL7, Class A                                              | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      526548 | PA      | $526313.10    | 0.03%             | 2036-10-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1   | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2650179 | PA      | $61074.69     | 0.00%             | 2030-01-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1425000 | PA      | $1205534.84   | 0.06%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                          | Trustees of the University of Pennsylvania (The), Series 2020                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     2127000 | PA      | $1225418.87   | 0.06%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5438, Class FE                                                    | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1323387 | PA      | $1327880.03   | 0.07%             | 2054-08-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1059000 | PA      | $1082924.83   | 0.06%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1402000 | PA      | $1428071.80   | 0.08%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      705000 | PA      | $727497.64    | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      488000 | PA      | $448759.40    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      568000 | PA      | $533872.17    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7555 | PA      | $7942.72      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      499000 | PA      | $496182.62    | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2707 | PA      | $2762.70      | 0.00%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1      | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325657 | PA      | $324926.82    | 0.02%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2024-FL13, Class A                                              | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      365500 | PA      | $366356.37    | 0.02%             | 2039-09-19      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      437000 | PA      | $450805.38    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      698000 | PA      | $727700.08    | 0.04%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1457000 | PA      | $1557257.51   | 0.08%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                    | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       15026 | NS      | $1093408.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1597283.08   | 0.08%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                               | SierraCol Energy Andina LLC                                                     | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      743000 | PA      | $702471.07    | 0.04%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34295 | PA      | $28379.06     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                  | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      454000 | PA      | $397754.58    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140ARHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      393898 | PA      | $388571.85    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140JAGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280165 | PA      | $290732.80    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                  | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       79268 | PA      | $79240.16     | 0.00%             | 2036-11-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      192558 | NS      | $13109348.64  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124984 | PA      | $121295.68    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      132743 | PA      | $121159.90    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-83, Class FM                                                  | CUSIP: 38382QWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91791 | PA      | $75652.85     | 0.00%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                       | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     1666075 | NS      | $9518641.69   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18262.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                              | Iberdrola SA                                                                    | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      140235 | NS      | $2637279.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       10150 | NS      | $1772745.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      832000 | PA      | $836647.03    | 0.04%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                      | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                                | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749975.25    | 0.04%             | 2036-07-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN32, Class XA                                                | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4778569 | PA      | $144200.96    | 0.01%             | 2054-04-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4705 | PA      | $3745.68      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1082000 | PA      | $951320.71    | 0.05%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1048767.76   | 0.06%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1155 | PA      | $1216.08      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20C, Class 1           | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89613 | PA      | $84409.01     | 0.00%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                 | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      494000 | PA      | $442673.21    | 0.02%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                   | Corp. Andina de Fomento                                                         | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |      613000 | PA      | $629734.90    | 0.03%             | 2030-06-17      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1082000 | PA      | $1194095.20   | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52471 | PA      | $41897.15     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      940742 | PA      | $851634.92    | 0.04%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                                        | Kimco Realty Corp.                                                              | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      463041 | NS      | $10413792.09  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HMPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44181 | PA      | $42970.52     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                                       | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                      | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |     1718091 | NS      | $1718090.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                                            | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                         | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181000 | PA      | $181638.13    | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                        | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3924000 | PA      | $2648700.00   | 0.14%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94822 | PA      | $95937.73     | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class A                                             | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      233364 | PA      | $233158.06    | 0.01%             | 2039-02-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                 | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1034269.62   | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K130, Class XAM  | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3953830 | PA      | $245435.18    | 0.01%             | 2031-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                           | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A2A                      | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      354250 | PA      | $355078.70    | 0.02%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417YSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10013 | PA      | $10197.37     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14661 | PA      | $14647.85     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-H31, Class DI                                                 | CUSIP: 38375BD66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      713342 | PA      | $31399.90     | 0.00%             | 2062-12-20      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      723832 | PA      | $576934.25    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       46163 | NS      | $1361346.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1641 | PA      | $1697.85      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jscb Agrobank                                                             | Jscb Agrobank                                                                   | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      399000 | PA      | $428653.22    | 0.02%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2024-1, Class A3                       | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425859 | PA      | $428133.30    | 0.02%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                                                | ACREC Ltd., Series 2021-FL1, Class A                                            | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      352259 | PA      | $352263.49    | 0.02%             | 2036-10-16      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K054, Class A2   | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      482419 | PA      | $478827.21    | 0.03%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                            | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       47359 | NS      | $787621.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25565 | PA      | $21236.31     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1044809 | PA      | $926695.72    | 0.05%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      224922 | PA      | $228001.45    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      348000 | PA      | $400761.38    | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      952000 | PA      | $793977.52    | 0.04%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      999217 | PA      | $831627.49    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350367 | PA      | $264705.87    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      296000 | PA      | $318329.28    | 0.02%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      911000 | PA      | $924577.64    | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      294000 | PA      | $305760.00    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65904 | PA      | $54942.16     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2022-FL8, Class A                                              | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1028553 | PA      | $1028547.45   | 0.05%             | 2037-02-19      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1594000 | PA      | $969775.92    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B36, Class XA                             | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6958531 | PA      | $281666.71    | 0.01%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                    | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      893000 | PA      | $913803.58    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      588000 | PA      | $605198.26    | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                                | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     1130000 | PA      | $1201755.00   | 0.06%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                   | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1362000 | PA      | $1234484.93   | 0.06%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C18, Class XA                                 | CUSIP: 054975AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250125 | PA      | $141904.03    | 0.01%             | 2055-12-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      877765 | PA      | $753556.42    | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28784 | PA      | $22993.67     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                       | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       19148 | NS      | $980950.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      703000 | PA      | $734635.00    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      188729 | PA      | $101441.84    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18276.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      771000 | PA      | $819966.80    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38020 | PA      | $35678.66     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371LQW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13705 | PA      | $14164.89     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                      | Kallpa Generacion SA                                                            | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |      424000 | PA      | $439900.00    | 0.02%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                              | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      895000 | PA      | $928065.42    | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      419000 | PA      | $354372.20    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                               | Biocon Biologics Global plc                                                     | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      751000 | PA      | $707075.56    | 0.04%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1023000 | PA      | $1230707.86   | 0.06%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14867 | PA      | $15427.44     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2718953 | PA      | $2778209.13   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2010-116, Class BM                                                 | CUSIP: 31398NQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104599 | PA      | $103148.62    | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      511515 | PA      | $431105.06    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      325000 | PA      | $322617.60    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14600000 | PA      | $-104191.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                         | Republic of India                                                               | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   119700000 | PA      | $1385195.61   | 0.07%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H23, Class FB                                                 | CUSIP: 38375US43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      218138 | PA      | $218000.86    | 0.01%             | 2067-11-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      498971 | PA      | $419003.76    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2154000 | PA      | $2255534.63   | 0.12%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-1, Class YI                                                   | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      372673 | PA      | $26320.59     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-26, Class E                                                   | CUSIP: 38384J5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      458691 | PA      | $474628.08    | 0.02%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                            | Hanwha Life Insurance Co. Ltd.                                                  | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      674000 | PA      | $701159.53    | 0.04%             | 2055-06-24      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8869 | PA      | $9312.89      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class A1      | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      373465 | PA      | $376205.21    | 0.02%             | 2070-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                | Constellation Brands, Inc.                                                      | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1529000 | PA      | $1176463.65   | 0.06%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426200 | PA      | $358518.40    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105922 | PA      | $108364.95    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      688000 | PA      | $684937.76    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2069 | PA      | $2179.59      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1641 | PA      | $1700.38      | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2006-60, Class HF                                                  | CUSIP: 31395NTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         657 | PA      | $656.85       | 0.00%             | 2036-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Marin General Hospital                                                    | Marin General Hospital, Series 2023                                             | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      839000 | PA      | $922786.37    | 0.05%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS          | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      514926 | PA      | $514794.81    | 0.03%             | 2036-07-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3272000 | PA      | $3229080.19   | 0.17%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263295 | PA      | $247833.69    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                     | IG Group Holdings plc                                                           | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       63558 | NS      | $970726.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133D3L45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196797 | PA      | $178704.03    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1122637 | PA      | $1050566.14   | 0.06%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268564 | PA      | $214452.02    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      881000 | PA      | $837574.99    | 0.04%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      307000 | PA      | $300881.11    | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kao Corp.                                                                 | Kao Corp.                                                                       | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       25100 | NS      | $1137936.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-H12, Class GF                                                 | CUSIP: 38380QEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      909840 | PA      | $904333.67    | 0.05%             | 2070-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                               | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     1013000 | PA      | $1047431.87   | 0.06%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                             | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      264400 | NS      | $7044061.67   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                   | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       29787 | NS      | $2764531.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33051 | PA      | $26466.24     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406V2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2010 | PA      | $2050.79      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                              | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      319563 | PA      | $213642.97    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                      | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      812000 | PA      | $882339.06    | 0.05%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                          | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |      886000 | PA      | $891144.42    | 0.05%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2675 | PA      | $2779.22      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      701000 | PA      | $708190.94    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94949 | PA      | $92313.57     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138AA5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34485 | PA      | $34454.05     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1476.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3923, Class DA                                                    | CUSIP: 3137AFKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227878 | PA      | $222933.62    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      752000 | PA      | $793380.00    | 0.04%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                        | Ma'aden Sukuk Ltd.                                                              | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     1287000 | PA      | $1322251.69   | 0.07%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-H04, Class FC                                                 | CUSIP: 38384LAF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      419809 | PA      | $419419.43    | 0.02%             | 2075-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145953 | PA      | $142113.03    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6WA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80863 | PA      | $85272.20     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                  | International Flavors & Fragrances, Inc.                                        | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      330000 | PA      | $329022.24    | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1150000 | PA      | $1175431.87   | 0.06%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      405000 | PA      | $415125.00    | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225034 | PA      | $224831.87    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      329000 | PA      | $341676.99    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       19810 | NS      | $3310845.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings                                                            | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |      684000 | PA      | $697764.51    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      157364 | PA      | $128956.34    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU             | CUSIP: 35563P7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      746734 | PA      | $684898.82    | 0.04%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297H6A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2527 | PA      | $2485.44      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21330 | PA      | $21285.52     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44665 | PA      | $45353.61     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      593000 | PA      | $610641.75    | 0.03%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                 | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      643000 | PA      | $644858.86    | 0.03%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      341000 | PA      | $322206.79    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       93640 | NS      | $3690747.81   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |      624000 | PA      | $633380.59    | 0.03%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5540 | PA      | $5613.74      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      582000 | PA      | $599379.29    | 0.03%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      694000 | PA      | $688687.01    | 0.04%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ambev SA                                                                  | Ambev SA                                                                        | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |     2120900 | NS      | $4831029.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                               | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      673000 | PA      | $675791.24    | 0.04%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1283000 | PA      | $1059345.59   | 0.06%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416XV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21785 | PA      | $22151.61     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                   | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      148700 | NS      | $4065721.10   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-122, Class PI                                                 | CUSIP: 38379ETW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      210869 | PA      | $10553.57     | 0.00%             | 2029-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      540000 | PA      | $568121.83    | 0.03%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3984000 | PA      | $3552110.66   | 0.19%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31044 | PA      | $25918.21     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      691000 | PA      | $693418.50    | 0.04%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                                            | Sunstone Hotel Investors, Inc.                                                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      393654 | NS      | $3731839.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      886000 | PA      | $933095.33    | 0.05%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       11417 | NS      | $826476.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9394.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2196000 | PA      | $645936.34    | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5219 | PA      | $5277.03      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      133976 | NS      | $2309480.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      460092 | PA      | $406989.33    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                | Ferguson Enterprises, Inc.                                                      | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1569155.21   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1037000 | PA      | $703708.20    | 0.04%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                               | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      316000 | PA      | $323763.52    | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-65, Class EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      433526 | PA      | $84786.18     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176934 | PA      | $173995.47    | 0.01%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                   | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |      418000 | PA      | $388049.88    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132JADZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248325 | PA      | $227236.74    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                 | EQT Trust, Series 2024-EXTR, Class B                                            | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234585 | PA      | $239262.13    | 0.01%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43505 | PA      | $40987.86     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                  | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     1109000 | PA      | $1124636.90   | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                 | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1837000 | PA      | $1785063.38   | 0.09%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      131000 | NS      | $5849132.75   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300209 | PA      | $250486.67    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431879 | PA      | $363302.77    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      907000 | PA      | $964339.57    | 0.05%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      710000 | PA      | $714652.66    | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                   | Bermuda Government Bond                                                         | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     3715000 | PA      | $3742453.85   | 0.20%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398924 | PA      | $319327.64    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      853000 | PA      | $724855.95    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                                        | Shimamura Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       26100 | NS      | $1933234.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Jersey Central Power & Light Co.                                          | Jersey Central Power & Light Co.                                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2134706.68   | 0.11%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      929000 | PA      | $1050546.76   | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17910.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-H13, Class FL                                                 | CUSIP: 38375UKZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125919 | PA      | $126038.43    | 0.01%             | 2064-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      192000 | PA      | $196257.20    | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                        | Abu Dhabi National Energy Co. PJSC                                              | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     1147000 | PA      | $1151288.29   | 0.06%             | 2033-04-24      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9421.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128384 | PA      | $125112.44    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-90, Class UQ                                                  | CUSIP: 3136AQVJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170599 | PA      | $163020.76    | 0.01%             | 2045-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                      | PLT VII Finance Sarl                                                            | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      924000 | PA      | $1120155.27   | 0.06%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284244 | PA      | $240193.65    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                               | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2111000 | PA      | $1604254.45   | 0.08%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                               | Sysco Corp.                                                                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      640000 | PA      | $529486.70    | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1094000 | PA      | $1024215.16   | 0.05%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                      | Roche Holdings, Inc.                                                            | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      400000 | PA      | $415524.56    | 0.02%             | 2028-11-13      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5825 | PA      | $6023.29      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5492, Class MB                                                    | CUSIP: 3137HHZ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      368041 | PA      | $370111.43    | 0.02%             | 2055-01-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      684000 | PA      | $699048.00    | 0.04%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-52, Class GT                                                  | CUSIP: 38377VGJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100808 | PA      | $100394.35    | 0.01%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                            | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |      957000 | PA      | $932576.98    | 0.05%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      645000 | PA      | $651303.20    | 0.03%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM  | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3957955 | PA      | $223963.65    | 0.01%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $873582.21    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8193.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                 | NEC Corp.                                                                       | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       40200 | NS      | $1235835.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2041000 | PA      | $2005678.31   | 0.11%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                    | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1931000 | PA      | $1733485.93   | 0.09%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4860 | PA      | $5048.86      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1396000 | PA      | $1289761.55   | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      847307 | PA      | $762160.76    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-161, Class DF                                                 | CUSIP: 38380HZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       81001 | PA      | $78124.65     | 0.00%             | 2047-10-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5085, Class IK                                                    | CUSIP: 3137FXSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1148293 | PA      | $189906.63    | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                              | Bacardi Ltd.                                                                    | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     2504000 | PA      | $2346562.35   | 0.12%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      281795 | PA      | $287975.28    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A2                       | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1225000 | PA      | $1225000.00   | 0.06%             | 2033-07-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| REC Ltd.                                                                  | REC Ltd.                                                                        | CUSIP: 74947LAE4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |      918000 | PA      | $928003.35    | 0.05%             | 2029-09-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1491000 | PA      | $1548179.85   | 0.08%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KLRY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38387 | PA      | $33689.76     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1301000 | PA      | $814684.64    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      531000 | PA      | $554090.84    | 0.03%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Alinea CLO Ltd.                                                           | Alinea CLO Ltd., Series 2018-1A, Class AR                                       | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      289275 | PA      | $289430.50    | 0.02%             | 2031-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 406, Class F36                                                    | CUSIP: 3133Q3JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76840 | PA      | $78143.34     | 0.00%             | 2053-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-H23, Class F                                                  | CUSIP: 38376RB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      166916 | PA      | $167206.34    | 0.01%             | 2066-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1660000 | PA      | $1705311.46   | 0.09%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1919000 | PA      | $2023585.50   | 0.11%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      776000 | PA      | $766815.36    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       18755 | NS      | $2787930.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                      | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1421000 | PA      | $1263084.26   | 0.07%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      359326 | PA      | $257831.06    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232471 | PA      | $195570.75    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6944 | PA      | $7314.55      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                               | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      433000 | PA      | $439758.94    | 0.02%             | 2028-07-03      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      675000 | PA      | $693351.80    | 0.04%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1193000 | PA      | $1254439.50   | 0.07%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      429000 | PA      | $433774.80    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K528, Class X1   | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4906286 | PA      | $145643.59    | 0.01%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49795 | PA      | $48376.91     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       23142 | NS      | $1672009.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      454000 | PA      | $410983.64    | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5367, Class MF                                                    | CUSIP: 3137HB7A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      640967 | PA      | $640419.41    | 0.03%             | 2053-12-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335AZE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      519798 | PA      | $465983.56    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2319000 | PA      | $2062880.90   | 0.11%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259041 | PA      | $267735.79    | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      686000 | PA      | $696537.19    | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      751390 | PA      | $721248.99    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      563000 | PA      | $536062.01    | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                   | CUSIP: 00PBPRV66<br>LEI: N/A                  | N/A              | DE               |  | US        |         178 | NC      | $1516560.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1   | CUSIP: 3137FEZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    48539066 | PA      | $166105.54    | 0.01%             | 2028-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      664703 | PA      | $671416.90    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      901000 | PA      | $900259.11    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      496675 | PA      | $500640.19    | 0.03%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112586 | PA      | $109716.61    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      830000 | PA      | $830544.83    | 0.04%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      521000 | PA      | $521920.27    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                                | Uzbek Industrial and Construction Bank ATB                                      | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      741000 | PA      | $792523.60    | 0.04%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                | LAD Auto Receivables Trust, Series 2025-1A, Class A2                            | CUSIP: 505712AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      601368 | PA      | $602029.10    | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MXVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14220 | PA      | $13707.60     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                 | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      707000 | PA      | $710282.03    | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      936000 | PA      | $812448.00    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp., Series 2023-C, Class B                                     | CUSIP: 69335PEZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208000 | PA      | $210749.91    | 0.01%             | 2028-10-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                                    | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |     1054000 | PA      | $1191474.18   | 0.06%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1446000 | PA      | $1212851.44   | 0.06%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1181219.61   | 0.06%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                            | Boston Gas Co.                                                                  | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1368262.62   | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      281122 | PA      | $233519.43    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-20, Class PD                                                  | CUSIP: 38384JC85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      888456 | PA      | $910141.97    | 0.05%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1284571 | PA      | $970437.05    | 0.05%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      477092 | PA      | $494874.21    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                 | ACREC LLC, Series 2023-FL2, Class A                                             | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      371390 | PA      | $371273.59    | 0.02%             | 2038-02-19      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405PNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5274 | PA      | $5438.37      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      297000 | PA      | $302830.28    | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3727000 | PA      | $3832668.24   | 0.20%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14661 | PA      | $14969.32     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20979.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1670000 | PA      | $1514087.63   | 0.08%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      460000 | PA      | $546794.72    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      643000 | PA      | $633189.92    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3350000 | PA      | $-19697.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                        | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     1411000 | PA      | $1426869.52   | 0.08%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM8, Class A1                                           | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      330434 | PA      | $333232.14    | 0.02%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KKVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21016 | PA      | $16840.63     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MS7K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39396 | PA      | $34176.94     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K072, Class X1   | CUSIP: 3137FEBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206978 | PA      | $1593.88      | 0.00%             | 2027-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      568634 | PA      | $534909.04    | 0.03%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                        | Ooredoo International Finance Ltd.                                              | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      662000 | PA      | $657094.58    | 0.03%             | 2034-10-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                      | Aeropuertos Dominicanos Siglo XXI SA                                            | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      632000 | PA      | $658859.29    | 0.03%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      491000 | PA      | $534590.37    | 0.03%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    19349000 | PA      | $1066840.61   | 0.06%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      180865 | PA      | $93145.48     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5989000 | PA      | $4335006.61   | 0.23%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1974000 | PA      | $1872816.21   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                       | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     1018675 | PA      | $802283.49    | 0.04%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1295000 | PA      | $1195738.25   | 0.06%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                       | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1149000 | PA      | $778151.17    | 0.04%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      120332 | NS      | $10116311.24  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1118000 | PA      | $1174983.20   | 0.06%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp., Series 2025-A, Class A                                     | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      692000 | PA      | $691996.82    | 0.04%             | 2029-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-104, Class CF                                                 | CUSIP: 3136BUEY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      616880 | PA      | $617909.77    | 0.03%             | 2055-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ETA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215737 | PA      | $224433.79    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       34421 | NS      | $11197633.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61656 | PA      | $52545.43     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                        | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      690000 | PA      | $694029.60    | 0.04%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      562228 | PA      | $582602.06    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM1, Class A2                                           | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |       73070 | PA      | $73549.41     | 0.00%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FSD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38287 | PA      | $36723.97     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36225B2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23229 | PA      | $24002.18     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140LSKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224727 | PA      | $229889.93    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-157, Class XAM | CUSIP: 3137HAAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2600000 | PA      | $54489.50     | 0.00%             | 2033-05-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      646000 | PA      | $723346.87    | 0.04%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1   | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24267765 | PA      | $159604.23    | 0.01%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                     | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      779000 | PA      | $666651.00    | 0.04%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2084.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      177329 | NS      | $7343193.89   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         257 | NC      | $64203.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shackleton 2019-XIV CLO Ltd.                                              | Shackleton 2019-XIV CLO Ltd., Series 2019-14A, Class BRR                        | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |      948207 | PA      | $948112.18    | 0.05%             | 2034-07-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3233, Class PA                                                    | CUSIP: 31397BYP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242774 | PA      | $255841.56    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17701 | PA      | $16515.21     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XNCU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      362376 | PA      | $344633.95    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2924 | PA      | $2981.47      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      565350 | PA      | $474283.42    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                        | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $973284.73    | 0.05%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      601000 | PA      | $566027.76    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-123, Class MA                                                 | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      315364 | PA      | $308056.46    | 0.02%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      585338 | PA      | $552858.73    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                      | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      637100 | NS      | $11037737.30  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      847000 | PA      | $756323.29    | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1748000 | PA      | $1369996.22   | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                            | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       92748 | NS      | $4218179.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      638000 | PA      | $617943.62    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6800000 | PA      | $-200365.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       15215 | NS      | $4577737.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                                          | Saudi Awwal Bank                                                                | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |      779000 | PA      | $783488.89    | 0.04%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      561000 | PA      | $575434.73    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52609 | PA      | $49585.78     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27512 | PA      | $27178.52     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8157.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      873000 | PA      | $527195.97    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AFWD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4608 | PA      | $4545.66      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   180240000 | PA      | $454359.04    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2018-H06, Class KF                                                 | CUSIP: 38380LBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1131034 | PA      | $1137819.51   | 0.06%             | 2068-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      476000 | PA      | $445684.62    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      281031 | PA      | $261508.40    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1   | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42695041 | PA      | $365153.61    | 0.02%             | 2027-07-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      120170 | PA      | $113367.15    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132JAJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117100 | PA      | $107045.27    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                  | ORLEN SA                                                                        | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      888000 | PA      | $918822.68    | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                        | Telefonica Celular del Paraguay SA                                              | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |      802000 | PA      | $798391.00    | 0.04%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     1234000 | PA      | $1285507.21   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                   | Sberbank of Russia PJSC                                                         | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     1738404 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23240000000 | PA      | $1459412.81   | 0.08%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28398 | PA      | $29067.14     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      354414 | PA      | $328382.04    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      281112 | PA      | $286429.33    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      753000 | PA      | $667820.64    | 0.04%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $990827.78    | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2011-62, Class KF                                                  | CUSIP: 31397U6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35908 | PA      | $35678.93     | 0.00%             | 2041-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      309000 | PA      | $318027.50    | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      576000 | PA      | $624470.40    | 0.03%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K511, Class X1   | CUSIP: 3137HB3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6096103 | PA      | $78825.66     | 0.00%             | 2028-10-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-81, Class PI                                                  | CUSIP: 38378TKC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76022 | PA      | $998.57       | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                          | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      568000 | PA      | $661715.71    | 0.03%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                          | Jersey Central Power & Light Co., Series WI*                                    | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      282000 | PA      | $281757.05    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      816000 | PA      | $681291.33    | 0.04%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                                                 | DigitalBridge Group, Inc.                                                       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |       78442 | NS      | $895023.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133C8PQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17496 | PA      | $17898.08     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2021-3A, Class B1R                                     | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $900415.80    | 0.05%             | 2035-01-18      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48278 | PA      | $48294.16     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405VJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9799 | PA      | $10012.22     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297GLY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16276 | PA      | $16494.42     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248805 | PA      | $257361.47    | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                 | Northern States Power Co.                                                       | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1070396.10   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20G, Class 1           | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      106119 | PA      | $102169.59    | 0.01%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                  | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       53976 | NS      | $1887257.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      662000 | PA      | $492298.83    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                          | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      949000 | PA      | $938324.23    | 0.05%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      478069 | PA      | $483541.26    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      967000 | PA      | $1001347.84   | 0.05%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                     | ReNew Wind Energy AP2                                                           | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      765000 | PA      | $733874.45    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763180 | PA      | $655661.63    | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                    | Engie Energia Chile SA                                                          | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      216000 | PA      | $226997.86    | 0.01%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    19910000 | PA      | $1002287.89   | 0.05%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297LBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7961 | PA      | $8095.66      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $593.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-169, Class XAM | CUSIP: 3137HK2F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6569974 | PA      | $154154.58    | 0.01%             | 2035-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23984 | PA      | $23962.51     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2185.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258219 | PA      | $216418.14    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-36, Class FB                                                  | CUSIP: 3136BR3E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      609049 | PA      | $612086.34    | 0.03%             | 2054-06-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp., Series A                                                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       63723 | NS      | $2552106.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-56, Class PK                                                  | CUSIP: 3136AEZE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317370 | PA      | $300203.27    | 0.02%             | 2043-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1830.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      720576 | PA      | $577123.85    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2851000 | PA      | $2586387.66   | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      710000 | PA      | $737617.98    | 0.04%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        5691 | NS      | $1525870.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2748000 | PA      | $2864897.34   | 0.15%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      106100 | NS      | $999462.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4243, Class BZ                                                    | CUSIP: 3137B45J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      758712 | PA      | $744945.60    | 0.04%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      731000 | PA      | $739318.78    | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300461 | PA      | $260676.76    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      637000 | PA      | $625911.31    | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           2 | NC      | $883.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      212059 | PA      | $206689.79    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133W6ZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1179681 | PA      | $1205684.93   | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    38025000 | PA      | $695592.18    | 0.04%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15075 | PA      | $15642.92     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98620 | PA      | $95171.46     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1481000 | PA      | $1528859.33   | 0.08%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31408GSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2733 | PA      | $2808.37      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49704 | PA      | $46669.75     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      461000 | PA      | $424888.67    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      716000 | PA      | $713708.59    | 0.04%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31409WVY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5808 | PA      | $6105.14      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      708000 | PA      | $741916.32    | 0.04%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-89, Class HF                                                  | CUSIP: 38379XRW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      419575 | PA      | $409656.37    | 0.02%             | 2046-07-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                             | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A2          | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350066 | PA      | $350117.66    | 0.02%             | 2027-09-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      902000 | PA      | $911695.27    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      272000 | PA      | $268216.52    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      267072 | PA      | $267159.24    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                             | WH Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      967500 | NS      | $1031641.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      674000 | PA      | $714207.23    | 0.04%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM  | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4987462 | PA      | $187184.44    | 0.01%             | 2031-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-97, Class SC                                                  | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      573689 | PA      | $567446.90    | 0.03%             | 2055-06-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                        | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2637491 | PA      | $121739.72    | 0.01%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      404905 | PA      | $160949.74    | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      490079 | PA      | $440359.85    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     1077000 | PA      | $1089383.35   | 0.06%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      384000 | PA      | $359557.20    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H15, Class FB                                                 | CUSIP: 38376R6C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      790027 | PA      | $798559.18    | 0.04%             | 2067-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      554000 | PA      | $555875.51    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     6312000 | PA      | $1310371.20   | 0.07%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $901872.27    | 0.05%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      599000 | PA      | $621666.12    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2021-10, Class AC                                                  | CUSIP: 3136BFMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218531 | PA      | $192470.40    | 0.01%             | 2041-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      954000 | PA      | $981790.02    | 0.05%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-40, Class FX                                                  | CUSIP: 38383WQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1132691 | PA      | $1105517.26   | 0.06%             | 2041-09-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      878000 | PA      | $895251.28    | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Howard University                                                         | Howard University, Series 2020                                                  | CUSIP: 442851AG6<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |      285000 | PA      | $284318.23    | 0.01%             | 2025-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         535 | NC      | $128645.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133WGP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65876 | PA      | $67329.01     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1   | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13898121 | PA      | $530491.29    | 0.03%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3113, Class QE                                                    | CUSIP: 31396HE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      165948 | PA      | $171193.41    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      713000 | PA      | $724625.14    | 0.04%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HHF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21891 | PA      | $21314.55     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2010-103, Class WA                                                 | CUSIP: 38377DSY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      224771 | PA      | $229352.73    | 0.01%             | 2034-08-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1341000 | PA      | $1323592.09   | 0.07%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      162884 | NS      | $5010994.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      271301 | PA      | $249271.36    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3129456R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289382 | PA      | $295080.61    | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8021 | PA      | $8237.68      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                              | Americold Realty Trust, Inc.                                                    | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      319207 | NS      | $4609349.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2023-54, Class FD                                                  | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      651182 | PA      | $662226.92    | 0.03%             | 2053-11-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                    | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1543000 | PA      | $1002994.15   | 0.05%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      640000 | PA      | $587167.22    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                               | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1059000 | PA      | $1078974.64   | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2008-20B, Class 1           | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5996 | PA      | $6037.17      | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                                       | ARDN Mortgage Trust, Series 2025-ARCP, Class A                                  | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1097000 | PA      | $1095576.97   | 0.06%             | 2035-06-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1190047.29   | 0.06%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      478000 | PA      | $473418.79    | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30218VAA4<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1099000 | PA      | $1140671.44   | 0.06%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      798000 | PA      | $824284.11    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      905000 | PA      | $933204.80    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2022-BNK43, Class XA                                               | CUSIP: 06541QBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7891159 | PA      | $396526.78    | 0.02%             | 2055-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      613000 | PA      | $617918.38    | 0.03%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4471, Class PI                                                    | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16336 | PA      | $1519.86      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                       | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     1677000 | PA      | $1633245.76   | 0.09%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GEV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109402 | PA      | $111556.02    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      791000 | PA      | $838577.22    | 0.04%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                             | China Construction Bank Corp., Class H                                          | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     7964000 | NS      | $7637388.65   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1675957 | PA      | $1660741.45   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      818000 | PA      | $786297.99    | 0.04%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      992000 | PA      | $1025728.00   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1276908 | PA      | $1300483.14   | 0.07%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138A4XB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      381642 | PA      | $388687.84    | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1376000 | PA      | $1087040.00   | 0.06%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10123 | PA      | $10126.56     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      592000 | PA      | $608093.69    | 0.03%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1068761.09   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      776000 | PA      | $609361.18    | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2009-68, Class PN                                                  | CUSIP: 38373ATA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      149515 | PA      | $151998.34    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-813.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM  | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2188000 | PA      | $41357.79     | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      915000 | PA      | $945725.70    | 0.05%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                  | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      865000 | PA      | $719585.02    | 0.04%             | 2041-08-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       49870 | NS      | $4057423.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      463000 | PA      | $468853.42    | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11205 | PA      | $11181.29     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30305 | PA      | $25285.70     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2025-11, Class FM                                                  | CUSIP: 3136BUX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      661928 | PA      | $658848.30    | 0.03%             | 2055-03-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1481319.96   | 0.08%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      351979 | PA      | $293437.47    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                    | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2188000 | PA      | $1749620.13   | 0.09%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      434000 | PA      | $458198.54    | 0.02%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      662928 | PA      | $661552.37    | 0.03%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                  | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      847000 | PA      | $872436.82    | 0.05%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K755, Class XAM  | CUSIP: 3137HCKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2871045 | PA      | $60675.23     | 0.00%             | 2031-02-25      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      296945 | PA      | $278843.67    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class AS                 | CUSIP: 75575WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      109000 | PA      | $109004.80    | 0.01%             | 2036-11-25      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      468000 | PA      | $449134.11    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      232481 | NS      | $9975759.71   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                              | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      207083 | NS      | $7493299.81   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ERQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1021883 | PA      | $997027.06    | 0.05%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1121014 | PA      | $893418.92    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19693000000 | PA      | $1229540.64   | 0.06%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-88, Class FC                                                  | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1196824 | PA      | $1206029.14   | 0.06%             | 2054-12-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3535000 | PA      | $3594100.78   | 0.19%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      292000 | PA      | $301428.63    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM  | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2193674 | PA      | $113574.62    | 0.01%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31296L3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5503 | PA      | $5576.93      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM16, Class A1                                          | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |      366718 | PA      | $368847.51    | 0.02%             | 2064-10-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      698000 | PA      | $710808.30    | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-B, Class A2                                  | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136266 | PA      | $137399.06    | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        6757 | NS      | $2051830.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1416000 | PA      | $1558466.20   | 0.08%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      931000 | PA      | $937703.20    | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      325000 | PA      | $235274.85    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      486656 | PA      | $412230.68    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124939 | PA      | $106249.59    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132CWWF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25397 | PA      | $23836.07     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      324000 | PA      | $301818.17    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      788000 | PA      | $822671.86    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                | RCKT Trust, Series 2025-1A, Class A                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221316 | PA      | $221692.51    | 0.01%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-12, Class KN                                                  | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      213382 | PA      | $214799.18    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      354983 | PA      | $329440.93    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      592000 | PA      | $566249.23    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279188 | PA      | $223157.15    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3618.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                       | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1811000 | PA      | $1435192.02   | 0.08%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      669000 | PA      | $669207.70    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644072 | PA      | $576266.88    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux Sarl                                                          | Ambipar Lux Sarl                                                                | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      488000 | PA      | $404868.73    | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                          | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     1081000 | PA      | $1078713.67   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2629790 | PA      | $2696699.06   | 0.14%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      893000 | PA      | $918839.06    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      678147 | PA      | $592927.96    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      928000 | PA      | $910809.50    | 0.05%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-161, Class XAM | CUSIP: 3137HB3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11781459 | PA      | $195976.32    | 0.01%             | 2033-10-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1910000 | PA      | $1902396.67   | 0.10%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20725 | PA      | $21506.35     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      937000 | PA      | $953843.99    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      853000 | PA      | $801551.54    | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36290VHK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2018 | PA      | $2040.62      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5500, Class FE                                                    | CUSIP: 3137HJAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      693949 | PA      | $699293.06    | 0.04%             | 2055-02-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $1102709.10   | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      210991 | NS      | $24006555.98  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                   | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       78348 | NS      | $4915653.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      804000 | PA      | $725401.39    | 0.04%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140ATKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168661 | PA      | $172521.37    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417NB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6055 | PA      | $6171.36      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                      | Kimberly-Clark Corp.                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       77389 | NS      | $9994015.46   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7333000 | PA      | $6808518.61   | 0.36%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-H05, Class F                                                  | CUSIP: 38384LCT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      990569 | PA      | $986391.34    | 0.05%             | 2075-02-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      557000 | PA      | $553844.77    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                          | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      403000 | PA      | $412707.94    | 0.02%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                        | Ryman Hospitality Properties, Inc.                                              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       35604 | NS      | $3517319.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      435000 | PA      | $448980.74    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      632000 | PA      | $693682.99    | 0.04%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     5356000 | PA      | $906349.61    | 0.05%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                              | Mattel, Inc.                                                                    | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      581000 | PA      | $561165.94    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2126538.20   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3842 | PA      | $3784.84      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3078.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371LTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2172 | PA      | $2228.28      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K734, Class A2   | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      591107 | PA      | $588107.27    | 0.03%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9172 | PA      | $9359.15      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-98, Class FJ                                                  | CUSIP: 3136BUSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      842390 | PA      | $845305.68    | 0.04%             | 2053-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1216000 | PA      | $1182054.30   | 0.06%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      912000 | PA      | $934589.60    | 0.05%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13279 | PA      | $13244.15     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1168000 | PA      | $1192147.37   | 0.06%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61873 | PA      | $52727.95     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31411GNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7235 | PA      | $7619.89      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                               | SBNA Auto Receivables Trust, Series 2025-SF1, Class B                           | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140031 | PA      | $140173.11    | 0.01%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417NCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7128 | PA      | $7260.17      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1713000 | PA      | $1505761.26   | 0.08%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7673.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3755000 | PA      | $3720236.92   | 0.20%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       34812 | NS      | $3544557.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      231655 | PA      | $217191.51    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      811000 | PA      | $575293.62    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       68452 | NS      | $4284386.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1060289.68   | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-6, Class GI                                                   | CUSIP: 38378FJG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      655185 | PA      | $98217.83     | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                   | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      372000 | PA      | $382881.48    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2017-30, Class VH                                                  | CUSIP: 3136AWQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271761 | PA      | $265841.40    | 0.01%             | 2030-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      125319 | NS      | $9086880.69   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-46, Class AM                                                  | CUSIP: 3136BSJF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468225 | PA      | $471590.28    | 0.02%             | 2054-07-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2022-29, Class MG                                                  | CUSIP: 3136BM3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80689 | PA      | $81203.79     | 0.00%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363368 | PA      | $363042.12    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300383 | PA      | $291231.12    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       25141 | NS      | $2368780.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      278228 | PA      | $270937.89    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140848 | PA      | $118547.94    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7172.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412130 | PA      | $348331.16    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                        | Ma'aden Sukuk Ltd.                                                              | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      581000 | PA      | $606115.05    | 0.03%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp.                                                           | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      781000 | PA      | $742112.53    | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                             | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      324000 | PA      | $336063.86    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      560000 | PA      | $487110.20    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1218000 | PA      | $1280376.35   | 0.07%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      447000 | PA      | $447270.81    | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc.                                                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      340284 | NS      | $5914135.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      709000 | PA      | $734477.92    | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      629096 | PA      | $331848.14    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      246839 | PA      | $234817.51    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1   | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    31863840 | PA      | $218538.15    | 0.01%             | 2027-08-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      668000 | PA      | $715256.04    | 0.04%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      538000 | PA      | $550447.26    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1771000 | PA      | $1759878.99   | 0.09%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31413ECR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4907 | PA      | $5168.44      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         840 | PA      | $870.17       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-6, Class A1                               | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      652408 | PA      | $655750.64    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1613.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7315.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      794000 | PA      | $821393.00    | 0.04%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2733000 | PA      | $438659.59    | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         909 | PA      | $944.68       | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MJU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29110 | PA      | $25268.88     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-168, Class XAM | CUSIP: 3137HJ6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17854931 | PA      | $164893.86    | 0.01%             | 2035-01-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       70489 | NS      | $9253795.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       59099 | NS      | $12434429.60  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367649 | PA      | $322214.73    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B27, Class XA                             | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7368907 | PA      | $376651.38    | 0.02%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1164000 | PA      | $1174506.26   | 0.06%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59881 | PA      | $61211.62     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101625 | PA      | $97970.24     | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                 | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      625000 | PA      | $645312.50    | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-44, Class IK                                                  | CUSIP: 3136A5C38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32657 | PA      | $1214.45      | 0.00%             | 2031-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $478350.49    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7082.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8028.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                     | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      844000 | PA      | $1005708.44   | 0.05%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7441.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3925000 | PA      | $2292003.75   | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                              | Kenvue, Inc.                                                                    | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $975022.89    | 0.05%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9779.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3705.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM1, Class A1                                           | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      270716 | PA      | $272634.27    | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1093471.53   | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                                         | CLP Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      125500 | NS      | $1060121.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                                                      | Douglas Emmett, Inc.                                                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      219670 | NS      | $3560850.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      217038 | PA      | $112317.17    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4603.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      954000 | PA      | $974865.71    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69879 | PA      | $65264.45     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-83, Class FA                                                  | CUSIP: 3136BTME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      538969 | PA      | $539497.64    | 0.03%             | 2054-10-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                           | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      839000 | PA      | $854795.74    | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132J8ZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59709 | PA      | $54572.63     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                               | Anhui Conch Cement Co. Ltd., Class H                                            | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     1430000 | NS      | $4494259.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      463218 | PA      | $435687.37    | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                 | Republic of Serbia                                                              | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      429000 | PA      | $414281.53    | 0.02%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                               | Finning International, Inc.                                                     | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       58171 | NS      | $2411808.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      977000 | PA      | $756701.80    | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      706000 | PA      | $700700.40    | 0.04%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335959 | PA      | $285848.62    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      724000 | PA      | $766966.19    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                    | Yangzijiang Shipbuilding Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |      409400 | NS      | $926245.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      485000 | PA      | $506825.00    | 0.03%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2438000 | PA      | $2368147.64   | 0.12%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      698000 | PA      | $719022.64    | 0.04%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412LKF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1436 | PA      | $1480.05      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                             | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1177268.39   | 0.06%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5500, Class KF                                                    | CUSIP: 3137HJBF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1379359 | PA      | $1384555.30   | 0.07%             | 2054-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                         | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     1580000 | PA      | $1572646.92   | 0.08%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                  | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3432808 | PA      | $225654.96    | 0.01%             | 2054-02-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297CW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18996 | PA      | $19430.04     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-82, Class FD                                                  | CUSIP: 3136AUAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      844661 | PA      | $838186.14    | 0.04%             | 2046-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         649 | PA      | $667.86       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         389 | PA      | $395.27       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       10460 | NS      | $850607.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                              | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAQ6<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      712000 | PA      | $721237.51    | 0.04%             | 2030-01-07      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                         | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       17166 | NS      | $4056665.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        6552 | NS      | $817820.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      571172 | PA      | $461234.83    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class AS                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      526000 | PA      | $522822.43    | 0.03%             | 2039-02-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1662 | PA      | $1698.24      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      106000 | PA      | $111515.31    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1247059.82   | 0.07%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98006 | PA      | $96800.78     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3129456V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44123 | PA      | $44145.96     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                            | Chile Electricity Lux MPC SARL                                                  | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      428705 | PA      | $446676.31    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1562995.95   | 0.08%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1089187.86   | 0.06%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1408026.68   | 0.07%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1508629 | PA      | $104676.52    | 0.01%             | 2034-09-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                          | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1551000 | PA      | $1211720.15   | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      717000 | PA      | $747508.35    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                                       | Doosan Bobcat, Inc.                                                             | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |       45365 | NS      | $1742485.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      973000 | PA      | $992658.65    | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      736000 | PA      | $479639.84    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37655 | PA      | $28515.75     | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90415 | PA      | $92567.61     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5157000 | PA      | $3754940.63   | 0.20%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      705000 | PA      | $537542.14    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2461000 | PA      | $2145428.43   | 0.11%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1922000 | PA      | $1556248.99   | 0.08%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       86400 | NS      | $2796807.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-23, Class CE                                                  | CUSIP: 3136A4ES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198486 | PA      | $204224.82    | 0.01%             | 2042-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                    | Baiterek National Managing Holding JSC                                          | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      640000 | PA      | $649861.10    | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1930 | PA      | $1957.26      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158839 | PA      | $154347.75    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                      | Republic of Honduras                                                            | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      578000 | PA      | $615570.00    | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MFS High Yield Pooled Portfolio                                           | MFS High Yield Pooled Portfolio                                                 | CUSIP: 552984668<br>LEI: 549300B758U8480GXX22 | Long             |  | RF                | US        |    50606955 | NS      | $428640911.32 | 22.56%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3833.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      533000 | PA      | $535197.15    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1203404 | PA      | $1066188.46   | 0.06%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      720000 | PA      | $752270.40    | 0.04%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419HBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9899 | PA      | $10081.53     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6550.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6034500 | PA      | $5776619.38   | 0.30%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      672000 | PA      | $689784.46    | 0.04%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2962, Class KF                                                    | CUSIP: 31395TR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19203 | PA      | $19094.70     | 0.00%             | 2035-04-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                      | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      716000 | PA      | $744915.32    | 0.04%             | 2032-04-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                | Highwoods Properties, Inc.                                                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      264438 | NS      | $8337730.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      382425 | PA      | $365451.91    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1234000 | PA      | $1365993.02   | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7221 | PA      | $7493.73      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      723000 | PA      | $747224.75    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                               | National Bank of Uzbekistan                                                     | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | USGA              | UZ        |      668000 | PA      | $710448.32    | 0.04%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1323000 | PA      | $1267629.47   | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      277000 | PA      | $267117.05    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                      | Kontoor Brands, Inc.                                                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       18936 | NS      | $1462806.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      684000 | PA      | $727777.46    | 0.04%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1406588.45   | 0.07%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       24169 | NS      | $4372655.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      336000 | PA      | $344416.80    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      758000 | PA      | $592081.77    | 0.03%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-30, Class PA                                                  | CUSIP: 3136AR2J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      281475 | PA      | $268492.03    | 0.01%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5502, Class FD                                                    | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      618684 | PA      | $628834.77    | 0.03%             | 2055-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2009-121, Class MI                                                 | CUSIP: 38375AVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       70385 | PA      | $11013.17     | 0.00%             | 2039-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207913 | PA      | $176383.87    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      819000 | PA      | $740964.97    | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1486000 | PA      | $1495819.77   | 0.08%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1476111.17   | 0.08%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6200000 | PA      | $16623.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406LYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1671 | PA      | $1703.28      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM  | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9928903 | PA      | $738737.19    | 0.04%             | 2030-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       45756 | NS      | $1336532.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      997016 | PA      | $850249.94    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2025-7, Class FE                                                   | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1397055 | PA      | $1404000.28   | 0.07%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1714000 | PA      | $1409430.24   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1068000 | PA      | $1080472.67   | 0.06%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-87, Class BF                                                  | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87660 | PA      | $86609.91     | 0.00%             | 2045-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20I, Class 1           | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86229 | PA      | $84307.40     | 0.00%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM  | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5826990 | PA      | $255592.18    | 0.01%             | 2031-09-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $179387.15    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                          | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |      299058 | NS      | $918931.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1366000 | PA      | $1227573.40   | 0.06%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1214000 | PA      | $1281312.72   | 0.07%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3531, Class FA                                                    | CUSIP: 31398CUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27708 | PA      | $27757.83     | 0.00%             | 2039-05-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      906000 | PA      | $912043.02    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      578474 | PA      | $493319.73    | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1137357.61   | 0.06%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                   | Arrow Electronics, Inc.                                                         | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1070211.30   | 0.06%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1227567.00   | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509865 | PA      | $437873.70    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                          | QNB Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |     1129000 | PA      | $1103800.72   | 0.06%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      644000 | PA      | $769981.52    | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35940 | PA      | $35817.93     | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      493000 | PA      | $500780.94    | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      829000 | PA      | $865102.95    | 0.05%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -9 | NC      | $-2284.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      741000 | PA      | $776938.50    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MF1                                                                       | MF1, Series 2024-FL15, Class A                                                  | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1151000 | PA      | $1154644.07   | 0.06%             | 2041-08-18      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      134942 | NS      | $1234139.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1184 | PA      | $1205.50      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417N4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12863 | PA      | $13100.50     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N2N56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      369712 | PA      | $365650.44    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      605000 | PA      | $438678.29    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9060 | PA      | $8522.92      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      986000 | PA      | $980099.25    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88802 | PA      | $83682.72     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      638000 | PA      | $609272.77    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-51, Class CF                                                  | CUSIP: 38384KSF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      182705 | PA      | $183740.83    | 0.01%             | 2064-03-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      308000 | PA      | $298784.06    | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1351000 | PA      | $1010708.73   | 0.05%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                    | Republic of Azerbaijan                                                          | CUSIP: N/A<br>LEI: 7890009G02BUL1M3LS88       | Long             | DBT              | NUSS              | AZ        |      857000 | PA      | $793137.93    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -12 | NC      | $-4070.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      379038 | PA      | $394440.68    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1   | CUSIP: 3137F4D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    57883576 | PA      | $376781.56    | 0.02%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34893 | PA      | $26343.69     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1962.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23710 | PA      | $22210.13     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      581000 | PA      | $599658.82    | 0.03%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3312 | PA      | $3360.98      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                            | Continental AG                                                                  | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       17834 | NS      | $1564799.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2965000 | PA      | $3130159.75   | 0.16%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335B7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      350628 | PA      | $358799.29    | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                    | Republic of Kazakhstan                                                          | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      995000 | PA      | $1009192.75   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nomad Foods Ltd.                                                          | Nomad Foods Ltd.                                                                | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |       50587 | NS      | $786121.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       13801 | NS      | $2813333.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        9738 | NS      | $1963765.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5301000 | PA      | $5222313.28   | 0.27%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      656000 | PA      | $663160.24    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      796000 | PA      | $815413.69    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                  | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A2B              | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266027 | PA      | $266114.11    | 0.01%             | 2028-02-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA                                     | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      162089 | NS      | $3015083.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202EDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3561 | PA      | $3675.46      | 0.00%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2114000 | PA      | $2032900.30   | 0.11%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X6EF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      290026 | PA      | $300993.16    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      832000 | PA      | $600178.85    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8190000 | PA      | $8840.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      244704 | PA      | $219314.08    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                          | MFB Magyar Fejlesztesi Bank Zrt.                                                | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      523000 | PA      | $628609.35    | 0.03%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324760 | PA      | $316517.63    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                      | Roche Holdings, Inc.                                                            | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      795000 | PA      | $843834.50    | 0.04%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1160989.05   | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-915.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     1724000 | PA      | $1759811.31   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A0UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300742 | PA      | $307710.89    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      851000 | PA      | $878600.72    | 0.05%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-99, Class FE                                                  | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1259292 | PA      | $1272522.82   | 0.07%             | 2055-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                             | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      246000 | PA      | $251505.22    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      196821 | NS      | $1358314.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      362000 | PA      | $393665.84    | 0.02%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      527819 | PA      | $445307.06    | 0.02%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      249690 | PA      | $242243.94    | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      746729 | PA      | $754278.28    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      790436 | PA      | $737740.88    | 0.04%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                              | Biogen, Inc.                                                                    | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      801000 | PA      | $822042.37    | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12683 | PA      | $13177.22     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                                    | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |      515000 | PA      | $600302.34    | 0.03%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      578000 | PA      | $535632.60    | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      360000 | PA      | $342132.08    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                   | Bermuda Government Bond                                                         | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2322000 | PA      | $1585786.68   | 0.08%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31739 | PA      | $32934.81     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                           | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      408000 | PA      | $407072.60    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      969000 | PA      | $880469.59    | 0.05%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                             | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1197790.49   | 0.06%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                             | Massachusetts Educational Financing Authority, Series 2024A                     | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      760000 | PA      | $775934.54    | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                             | Sammons Financial Group, Inc.                                                   | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1185780.34   | 0.06%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28262 | PA      | $22730.32     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                        | IRB Infrastructure Developers Ltd.                                              | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      751000 | PA      | $769527.56    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1575000 | PA      | $1221881.55   | 0.06%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19405 | PA      | $19008.95     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      403183 | PA      | $355809.72    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      893000 | PA      | $775012.86    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4474, Class HJ                                                    | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86550 | PA      | $83111.44     | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      566000 | PA      | $668995.02    | 0.04%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1152000 | PA      | $1180477.44   | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                                 | Extra Space Storage, Inc.                                                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       78835 | NS      | $11319129.30  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA                   | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8553845 | PA      | $259125.91    | 0.01%             | 2072-12-15      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      494000 | PA      | $445276.50    | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                  | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      780000 | PA      | $769441.90    | 0.04%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      730000 | PA      | $744592.70    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                       | American Transmission Systems, Inc.                                             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $271060.33    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36200J6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2230 | PA      | $2252.96      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402534 | PA      | $391260.51    | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GLGN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10681 | PA      | $10089.72     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                                                     | Lamar Advertising Co., Class A                                                  | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       46893 | NS      | $5967134.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B           | CUSIP: 55282XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1241000 | PA      | $1240960.29   | 0.07%             | 2036-07-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      584000 | PA      | $607699.82    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-232.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-1, Class A2                             | CUSIP: 92540EAB9<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      168463 | PA      | $169574.15    | 0.01%             | 2069-01-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                             | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     1013000 | PA      | $1052007.56   | 0.06%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                          | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |      870000 | PA      | $796739.46    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      817000 | PA      | $802070.48    | 0.04%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-7, Class A1                             | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     1078779 | PA      | $1077141.25   | 0.06%             | 2069-09-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      594000 | PA      | $614420.02    | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      751000 | PA      | $823956.60    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XCST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152510 | PA      | $115177.86    | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AAEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72311 | PA      | $73980.33     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       20221 | NS      | $1011775.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4231, Class FD                                                    | CUSIP: 3137B3HY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30666 | PA      | $30647.50     | 0.00%             | 2032-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1092345 | PA      | $910911.64    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      631000 | PA      | $644499.73    | 0.03%             | 2030-04-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31404GYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12964 | PA      | $13492.59     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EPS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109864 | PA      | $106837.95    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-H22, Class FA                                                 | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      428794 | PA      | $429631.44    | 0.02%             | 2066-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                         | GLS Auto Select Receivables Trust, Series 2023-2A, Class A2                     | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134673 | PA      | $135605.01    | 0.01%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      581000 | PA      | $573713.03    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20H, Class 1           | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134928 | PA      | $129603.77    | 0.01%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      781000 | PA      | $811805.72    | 0.04%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1324423.86   | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1432592.60   | 0.08%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       23107 | NS      | $18166492.33  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                                    | Lincoln National Corp.                                                          | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      963000 | PA      | $999369.19    | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      410755 | PA      | $350041.54    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                     | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1023000 | PA      | $898954.85    | 0.05%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5566, Class HC                                                    | CUSIP: 3137HMJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92340 | PA      | $92644.27     | 0.00%             | 2055-08-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                           | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      641000 | PA      | $607568.82    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Albania                                                       | Republic of Albania                                                             | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |      601000 | PA      | $745779.59    | 0.04%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      582662 | PA      | $484000.09    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      532000 | PA      | $513068.57    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406PDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4450 | PA      | $4601.81      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      932000 | PA      | $908839.27    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1505.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1382480 | PA      | $1154247.16   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7505000000 | PA      | $459228.53    | 0.02%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** MFS Series Trust XIII

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer