# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0001752724-23-043027
**Filing Date:** 2023-2
**Character Count:** 799787
**Document Hash:** a801fafd9fef8401962ab0fee6f92b1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043027.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043027

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535
- **IRS NUMBER:** 136022042
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04415
- **FILM NUMBER:** 23673938

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129164905

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### Social Choice Account (Series ID: S000005086)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000154491 | Class R1     | QCSCRX          |
| C000154492 | Class R2     | QCSCPX          |
| C000154493 | Class R3     | QCSCIX          |
| C000234677 | Class R4     | QSCCFX          |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** College Retirement Equities Fund

- **b. Investment Company Act file number:** 811-04415

- **c. CIK number of Registrant:** 0000777535

- **d. LEI of Registrant:** 549300W86TWR1A52Z652

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 212-490-9000

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

- **a. Name of Series:** College Retirement Equities Fund - Social Choice Account

- **b. EDGAR series identifier (if any):** S000005086

- **c. LEI of Series:** TKKJXN8KY1SLC3QQHZ77

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18187179387.00

**Total Liabilities:** $494467661.00

**Net Assets:** $17692711726.00

**Delayed Delivery Securities:** $330181271.00

**Cash Not Reported:** $52882888.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17130.10000000 | **1-Year:** -159896.98000000 | **5-Year:** -558682.99000000 | **10-Year:** -1399623.15000000 | **30-Year:** -2251873.57000000

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

- **3-Month:** -14241.89000000 | **1-Year:** -12361.05000000 | **5-Year:** -87647.68000000 | **10-Year:** -143725.34000000 | **30-Year:** -127004.04000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154492 | 4.08%                | 6.44%                | -3.00%               |
| Class ID C000154493 | 4.08%                | 6.44%                | -3.00%               |
| Class ID C000234677 | 4.09%                | 6.46%                | -2.98%               |
| Class ID C000154491 | 4.06%                | 6.42%                | -3.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33581612.74            | $671177211.48                              |
| Month 2  | $4317820.78              | $1055516429.90                             |
| Month 3  | $64134536.31             | $-643548184.10                             |

**Designated Index Information**

- **Index Name:** SCA BM - Russell 3000 Index, the MSCI EAFE + Canada Index, the Barclays U.S. Aggregate Bond Index

- **Index Identifier:** 40% LFI:LHMN0001, 42% RUSSELL: 3000, 18% MSCI:EAFE_CANADA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Macy's Inc                                                | Macy's, Inc                                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     506415 | NS      | $10457469.75  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    3424982 | PA      | $3386154.39   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson plc                                                    | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |      15873 | NS      | $3882218.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                      | Koppers Holdings, Inc                                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42157 | NS      | $1188827.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690355AX0<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    5182122 | PA      | $4410262.71   | 0.02%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                             | State of California                                                         | CUSIP: 13063BN81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10050000 | PA      | $9752666.73   | 0.06%             | 2039-04-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     288873 | NS      | $34641650.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                    | Credit Suisse AG.                                                           | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   10375000 | PA      | $9456276.84   | 0.05%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | Pulte Homes, Inc                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        714 | NS      | $32508.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                           | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   10348000 | PA      | $10141806.48  | 0.06%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                     | Low Income Investment Fund                                                  | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5145000 | PA      | $4826497.03   | 0.03%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     215124 | NS      | $15705323.04  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5551222.90   | 0.03%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Food Products Co Ltd                                                 | CUSIP: 664176005<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      74000 | NS      | $5860384.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   14675000 | PA      | $11978459.06  | 0.07%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust                                                  | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     982000 | PA      | $833372.04    | 0.00%             | 2059-11-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38382DUC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3450363 | PA      | $401747.81    | 0.00%             | 2050-03-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria De Diseno Textil S.A.                                             | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     440328 | NS      | $11695567.14  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                              | Consorcio Transmantaro SA                                                   | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    7525000 | PA      | $6847744.51   | 0.04%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                  | Perusahaan Penerbit SBSN Indonesia III                                      | CUSIP: 71567PAL4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |   10500000 | PA      | $10368750.00  | 0.06%             | 2024-08-20      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     217864 | PA      | $213018.51    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   60304879 | PA      | $53697314.48  | 0.30%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                             | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      25842 | NS      | $967042.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                                 | Park Hotels & Resorts, Inc                                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     474829 | NS      | $5598233.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                    | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15749 | NS      | $1701521.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2800000 | PA      | $2592486.96   | 0.01%             | 2041-11-25      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5507491.45   | 0.03%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Ltd                                                              | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |     455103 | NS      | $10392465.73  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health, Inc                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     111438 | NS      | $57164350.86  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                               | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2405 | NS      | $151996.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    9000000 | PA      | $7159710.96   | 0.04%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos, Inc                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     155384 | NS      | $29132946.16  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                            | Daifuku Co Ltd                                                              | CUSIP: 625002001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        300 | NS      | $13984.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9447064 | PA      | $9093551.22   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce Inc                               | Fresh Del Monte Produce, Inc                                                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |      42000 | NS      | $1099980.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1583672 | PA      | $157481.61    | 0.00%             | 2043-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                       | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $4784278.35   | 0.03%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5031174 | PA      | $4022830.50   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp                                             | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     256151 | NS      | $3665031.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12316108 | PA      | $10992016.53  | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab AS                                                                   | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      34151 | NS      | $14438864.76  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                                  | Five Corners Funding Trust                                                  | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3975000 | PA      | $3940760.42   | 0.02%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1144184 | PA      | $879784.44    | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LeMaitre Vascular Inc                                     | LeMaitre Vascular, Inc                                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      30526 | NS      | $1404806.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   10000000 | PA      | $8688844.10   | 0.05%             | 2050-01-29      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| UMB Financial Corp                                        | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       2114 | NS      | $176561.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan West                                            | Manhattan West Mortgage Trust                                               | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1710765.40   | 0.01%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     116794 | NS      | $16563725.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                          | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     555864 | NS      | $1720540.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      81667 | NS      | $5010270.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                              | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    1154815 | NS      | $12321471.94  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   21327762 | PA      | $19597082.33  | 0.11%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                             | CUSIP: J43830116<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     501500 | NS      | $16281084.41  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43579316 | PA      | $40892568.35  | 0.23%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler S.p.A                                                               | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |     126305 | NS      | $6711447.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand S.A.                                                                | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      63765 | NS      | $5112785.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    3750000 | PA      | $3482027.03   | 0.02%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     209825 | PA      | $192967.23    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79765RQ51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   18500000 | PA      | $15084111.90  | 0.09%             | 2046-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2183819 | PA      | $2040872.79   | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc                                                      | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        524 | NS      | $14350.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3145710 | PA      | $2862751.99   | 0.02%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Electrolux AB                                             | Electrolux AB                                                               | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |        622 | NS      | $8403.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                          | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   10125000 | PA      | $9780935.49   | 0.06%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                               | Kurita Water Industries Ltd                                                 | CUSIP: 649796000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |        289 | NS      | $11937.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                             | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1801138.40   | 0.01%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                   | NOV, Inc                                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     379412 | NS      | $7925916.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance                                           | Teleperformance                                                             | CUSIP: 599933900<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      14329 | NS      | $3425564.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Benson Hill Inc                                           | Benson Hill, Inc                                                            | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     110234 | NS      | $281096.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Suisse Mortgage Trust                              | CSMC Series                                                                 | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1645688.40   | 0.01%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2604078 | PA      | $2347553.75   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial, Inc                                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      30353 | NS      | $1866405.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      86043 | NS      | $7989092.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                             | Oceaneering International, Inc                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       5830 | NS      | $101966.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                       | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     233700 | NS      | $13311067.36  | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Beacon Roofing Supply Inc                                 | Beacon Roofing Supply, Inc                                                  | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        688 | NS      | $36319.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software, Inc                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     169136 | NS      | $17612131.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG.                                                                 | CUSIP: B1JB4K905<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        367 | NS      | $39858.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAPIO-MISSOURI RIVER NE NATURA                            | Papio-Missouri River Natural Resource District                              | CUSIP: 698874EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4020000 | PA      | $3874390.37   | 0.02%             | 2024-12-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Erasca Inc                                                | Erasca, Inc                                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51525 | NS      | $222072.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2490000 | PA      | $2472905.65   | 0.01%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5656755 | PA      | $799511.55    | 0.00%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Combibloc Group AG.                                                     | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |      62483 | NS      | $1365326.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                            | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2944764 | PA      | $2538366.68   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                    | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8727000 | PA      | $7342334.47   | 0.04%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4681036.00   | 0.03%             | 2025-09-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $4949862.40   | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Hibbett Inc                                               | Hibbett Sports, Inc                                                         | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      26127 | NS      | $1782383.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    2161000 | NS      | $23864747.39  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                            | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   11575000 | PA      | $9950865.45   | 0.06%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                            | California Health Facilities Financing Authority                            | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     915000 | PA      | $811024.16    | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                 | CUSIP: J78186103<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     166600 | NS      | $5673093.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10402377 | PA      | $9889720.39   | 0.06%             | 2038-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      94714 | NS      | $26389214.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                      | City Office REIT, Inc                                                       | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      50850 | NS      | $426123.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                              | SK Hynix, Inc                                                               | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   10000000 | PA      | $7331648.00   | 0.04%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued            | United States Treasury Note                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10014062.50  | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust, Inc                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $3876584.20   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Momentive Global Inc                                      | SVMK, Inc                                                                   | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     119055 | NS      | $833385.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp (Class A)                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    1294838 | NS      | $45280484.86  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1825000 | PA      | $1639988.49   | 0.01%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| OMV AG                                                    | OMV AG.                                                                     | CUSIP: A51460110<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     163865 | NS      | $8429369.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy, Inc (Toronto)                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     731836 | NS      | $14198915.60  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     104837 | NS      | $5480475.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axonics Inc                                               | Axonics Modulation Technologies, Inc                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       1253 | NS      | $78350.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2092413 | PA      | $2056107.83   | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                 | CUSIP: 05591F2D1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   12400000 | PA      | $12080063.51  | 0.07%             | 2024-02-27      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| iStar Inc                                                 | iStar Inc                                                                   | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      30104 | NS      | $229693.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                               | South Jersey Industries, Inc                                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       7999 | NS      | $284204.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                  | Baxter International, Inc                                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       1376 | NS      | $70134.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co Ltd                                              | Hulic Co Ltd                                                                | CUSIP: 680531902<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |     191100 | NS      | $1500623.20   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SLG Office Trust                                          | SLG Office Trust                                                            | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   78068000 | PA      | $1254443.46   | 0.01%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| OraSure Technologies Inc                                  | OraSure Technologies, Inc                                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     112552 | NS      | $542500.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                   | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |      48943 | NS      | $4424723.00   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   10457000 | PA      | $10378105.91  | 0.06%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner, Inc                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      14525 | NS      | $584631.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3838636 | PA      | $3767035.35   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                    | One Market Plaza Trust                                                      | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $951307.20    | 0.01%             | 2032-02-10      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AVISTA CORP                                               | Avista Corp                                                                 | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   10275000 | PA      | $8523842.44   | 0.05%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST                            | Grant County Public Utility District No 2                                   | CUSIP: 387883ZM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22445000 | PA      | $16645921.26  | 0.09%             | 2040-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fulgent Genetics Inc                                      | Fulgent Genetics, Inc                                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      23818 | NS      | $709300.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                  | Nature Conservancy                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   10437000 | PA      | $8339357.65   | 0.05%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1688858 | PA      | $1605400.08   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Catalent Inc                                              | Catalent, Inc                                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     222326 | NS      | $10006893.26  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell plc                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    1271207 | NS      | $35836363.97  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         70 | NS      | $41900.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      77367 | NS      | $9598879.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow, Inc                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     110208 | NS      | $42790460.16  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                             | MYR Group, Inc                                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       4501 | NS      | $414407.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                         | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   11250000 | PA      | $10142824.28  | 0.06%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj (R Shares)                                                   | CUSIP: X21349117<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     152065 | NS      | $2144039.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nevro Corp                                                | Nevro Corp                                                                  | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      31947 | NS      | $1265101.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                               | OneSpan, Inc                                                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       6151 | NS      | $68829.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | United States International Development Finance Corp                        | CUSIP: 90376PDF5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    1775000 | PA      | $1540981.39   | 0.01%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein, Inc                                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      21864 | NS      | $1746277.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila Oyj (B Shares)                                                     | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     295210 | NS      | $2489225.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448946 | PA      | $395817.47    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                    | Invitation Homes Trust                                                      | CUSIP: 46187XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599972 | PA      | $589862.96    | 0.00%             | 2038-01-17      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| National Bank Holdings Corp                               | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30945 | NS      | $1301856.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                     | John Wiley & Sons, Inc (Class A)                                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      14063 | NS      | $563363.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUOLUMNE CA WIND PROJ AUTH REV                            | Tuolumne Wind Project Authority                                             | CUSIP: 89978KAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5532835.00   | 0.03%             | 2034-01-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     851854 | NS      | $61290895.30  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group plc                                                     | CUSIP: B1RR82907<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |        678 | NS      | $25126.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29796000 | PA      | $26122711.88  | 0.15%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                             | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4075000 | PA      | $3490675.56   | 0.02%             | 2034-04-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings, Inc                                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        221 | NS      | $47773.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                            | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $840210.95    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN ENERGYC                            | Massachusetts Clean Energy Cooperative Corp                                 | CUSIP: 575625AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2566451.40   | 0.01%             | 2028-07-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Genworth Financial Inc                                    | Genworth Financial, Inc (Class A)                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    1068648 | NS      | $5653147.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8805204.40   | 0.05%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | Total S.A.                                                                  | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     655251 | NS      | $41132159.72  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4643133 | PA      | $3570191.26   | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                  | Nature Conservancy                                                          | CUSIP: 63902HAT6<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1624231.86   | 0.01%             | 2026-03-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                 | ZoomInfo Technologies, Inc                                                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     566878 | NS      | $17068696.58  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                               | Traeger, Inc                                                                | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      62773 | NS      | $177019.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial Inc                                        | Ally Financial, Inc                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     215685 | NS      | $5273498.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                   | Vectrus, Inc                                                                | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24341 | NS      | $1005039.89   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR Trust                                                | AMSR Trust                                                                  | CUSIP: 00178XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $703246.40    | 0.00%             | 2039-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2716857 | PA      | $2214443.53   | 0.01%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                 | CUSIP: J00288100<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     220700 | NS      | $4660184.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                             | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   14125000 | PA      | $12274374.28  | 0.07%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Z Holdings Corp                                           | Z Holdings Corp                                                             | CUSIP: 608484903<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    2798400 | NS      | $6989048.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     326645 | NS      | $14329916.15  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                      | CUSIP: 604321901<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     829300 | NS      | $2075170.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI                                  | National Community Renaissance of California                                | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8550000 | PA      | $6830401.68   | 0.04%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                  | MarketAxess Holdings, Inc                                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        260 | NS      | $72511.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9800000 | PA      | $8792000.42   | 0.05%             | 2036-07-15      | Variable      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores, Inc                                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        184 | NS      | $37307.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3018066.45   | 0.02%             | 2048-03-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG.                                                                    | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      58204 | NS      | $13992428.86  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   20000000 | PA      | $19530991.60  | 0.11%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd                                                          | CUSIP: 661950006<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |        658 | NS      | $8341.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                            | New York Transportation Development Corp                                    | CUSIP: 650116CE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17500000 | PA      | $17752341.25  | 0.10%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise, Inc                                                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     102247 | NS      | $16965844.71  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                           | CMS Energy Corp                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3070605.44   | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1902017 | PA      | $1462496.23   | 0.01%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      57091 | PA      | $57955.12     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                            | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    1618272 | NS      | $14237316.76  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CA                                           | County of Alameda CA                                                        | CUSIP: 010878BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7650000 | PA      | $6600648.74   | 0.04%             | 2038-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                    | India Cleantech Energy                                                      | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    8096850 | PA      | $6917083.33   | 0.04%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                | Vivint Solar Financing VII LLC                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4823972 | PA      | $3692012.75   | 0.02%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3409607 | PA      | $2688475.19   | 0.02%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    8595000 | PA      | $7860859.97   | 0.04%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46646BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     210043 | PA      | $187308.71    | 0.00%             | 2046-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                  | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759LM8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    2386000 | PA      | $2367393.52   | 0.01%             | 2023-08-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co                                | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     368904 | NS      | $3021323.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                  | Southwestern Public Service Co                                              | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    5613000 | PA      | $4295016.41   | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5330491.20   | 0.03%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Axsome Therapeutics Inc                                   | Axsome Therapeutics, Inc                                                    | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       2859 | NS      | $220514.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercedes-Benz Group AG                                    | Daimler AG. (Registered)                                                    | CUSIP: 552902900<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     303835 | NS      | $19869249.54  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shake Shack Inc                                           | Shake Shack, Inc                                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       3541 | NS      | $147057.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSTON TX UTILITY SYS REVENUE                            | City of Houston TX Combined Utility System Revenue                          | CUSIP: 44244CTT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1275000 | PA      | $1137310.46   | 0.01%             | 2038-11-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                              | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   10625000 | PA      | $10174871.34  | 0.06%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| UNIV OF CINCINNATI OH RECPTS                              | University of Cincinnati                                                    | CUSIP: 914119A77<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |    1615000 | PA      | $1604888.00   | 0.01%             | 2035-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Veru Inc                                                  | Veru, Inc                                                                   | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |     131058 | NS      | $691986.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGPX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2004331 | PA      | $1708821.02   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences, Inc                                                        | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $3924512.94   | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp                                     | Yaskawa Electric Corp                                                       | CUSIP: J9690T102<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |        700 | NS      | $22333.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor S.A.                                                                  | CUSIP: F00189120<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     204289 | NS      | $5096510.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746QAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      95815 | PA      | $81190.78     | 0.00%             | 2048-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60900000 | PA      | $60919031.25  | 0.34%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                     | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     305354 | NS      | $2770077.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN JUAN CAPISTRANO CA                                    | City of San Juan Capistrano CA                                              | CUSIP: 798339HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $916614.00    | 0.01%             | 2031-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                               | Nippon Express Holdings, Inc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      82713 | NS      | $4723695.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | AMERCO                                                                      | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        243 | NS      | $13360.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                   | ADT, Inc                                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38630 | NS      | $350374.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   10225664 | PA      | $8731729.94   | 0.05%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk AS                                                             | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     405716 | NS      | $55102546.66  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SALVATION ARMY                                            | Salvation Army                                                              | CUSIP: 795830AV0<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2862465.00   | 0.02%             | 2026-09-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing, Inc                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     214568 | NS      | $51251712.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     432588 | NS      | $32275390.68  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P                            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23010000 | PA      | $17200499.63  | 0.10%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R                            | San Francisco City & County Redevelopment Agency                            | CUSIP: 79770GGH3<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1656801.20   | 0.01%             | 2044-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   10390000 | PA      | $10319506.97  | 0.06%             | 2042-08-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $11391471.57  | 0.06%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Plexus Corp                                               | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      39767 | NS      | $4093217.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                   | City & County of Honolulu HI                                                | CUSIP: 438687EQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1615000 | PA      | $1437982.11   | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                         | General Motors Co                                                           | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8588679.48   | 0.05%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                      | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       2200 | NS      | $14711.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186035 | PA      | $182758.12    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   12975000 | PA      | $10180350.04  | 0.06%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     167389 | PA      | $136962.41    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     605854 | NS      | $43264034.14  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CANAL BARGE CO                                            | Canal Barge Co, Inc                                                         | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3563793.62   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                                | Brixmor Property Group, Inc                                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      63675 | NS      | $1443512.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TBB0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   19000000 | PA      | $17810410.00  | 0.10%             | 2026-03-24      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Lixil Corp                                                | LIXIL Group Corp                                                            | CUSIP: 690021001<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |        794 | NS      | $11970.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners LP                          | Brookfield Renewable Partners LP                                            | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |     308000 | NS      | $5802720.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Iberdrola SA                                              | Iberdrola S.A.                                                              | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    2058298 | NS      | $24027517.58  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd                                                        | CUSIP: Y83191109<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |    1367000 | NS      | $3462466.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5487617 | PA      | $4387793.20   | 0.02%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo, Inc                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9428902.40   | 0.05%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     217693 | NS      | $10161909.24  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING LP                                          | ERP Operating LP                                                            | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1398741.24   | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                       | SVB Financial Group                                                         | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    7656000 | PA      | $6330006.75   | 0.04%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Assurant Inc                                              | Assurant, Inc                                                               | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     178941 | NS      | $3612818.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      96729 | NS      | $40655198.70  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     217645 | NS      | $34159382.75  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295472 | PA      | $290440.84    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                          | Vail Resorts, Inc                                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      23339 | NS      | $5562850.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD FOUNDATION/THE                                       | Ford Foundation                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $8749197.60   | 0.05%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SEATTLE WA LOCAL IMPT DIST #67                            | City of Seattle WA Local Improvement District No 6751                       | CUSIP: 812645AJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5255000 | PA      | $4326524.53   | 0.02%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd                                                           | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     746374 | NS      | $3906464.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4886744 | PA      | $3757508.23   | 0.02%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II B                                            | WLB Asset II B Pte Ltd                                                      | CUSIP: BM9352774<br>LEI: 549300MGGSM9XCNTYR69 | Long             | DBT              | CORP              | SG        |    3450000 | PA      | $3235261.58   | 0.02%             | 2024-12-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin S.C.A                              | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     467635 | NS      | $13027034.21  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone                                                                      | CUSIP: F12033134<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     316465 | NS      | $16679496.21  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2417018 | PA      | $1932600.87   | 0.01%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials, Inc                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      18306 | NS      | $6186878.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     358467 | NS      | $18332002.38  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3926809 | PA      | $3674216.93   | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                         | Kosmos Energy Ltd                                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     801981 | NS      | $5100599.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                | Dexcom, Inc                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     231872 | NS      | $26257185.28  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources, Inc                                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       3347 | NS      | $88293.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1055796 | PA      | $1037271.72   | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1211652 | PA      | $1183309.45   | 0.01%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Schroders PLC                                             | Schroders plc                                                               | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |     656988 | NS      | $3452138.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   11250000 | PA      | $10662075.34  | 0.06%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                     | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16441000 | PA      | $12350990.35  | 0.07%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| First Busey Corp                                          | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       7030 | NS      | $173781.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics, Inc                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      28484 | NS      | $4456036.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar, Inc                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      39977 | NS      | $5988154.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1690826 | PA      | $1564163.87   | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING                                  | LTR Intermediate Holdings, Inc                                              | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |   15760000 | PA      | $14381000.00  | 0.08%             | 2028-05-05      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                    | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4699000 | PA      | $4523454.29   | 0.03%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                   | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     572494 | NS      | $13864772.36  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                | CUSIP: J06930101<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     462391 | NS      | $11794091.11  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7206465 | PA      | $5762150.94   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                  | Duke Energy Progress LLC                                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3682061.64   | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings plc                                                 | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |      68119 | NS      | $3105502.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABM Industries Inc                                        | ABM Industries, Inc                                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |        834 | NS      | $37046.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35851161 | PA      | $29272739.25  | 0.17%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer, Inc                                                                 | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4334855.45   | 0.02%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| INVERSIONES CMPC SA                                       | Inversiones CMPC S.A.                                                       | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   12000000 | PA      | $11594800.68  | 0.07%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust, Inc                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        784 | NS      | $78611.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                    | Rockefeller Foundation                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   15810000 | PA      | $10016768.26  | 0.06%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works, Inc                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     219871 | NS      | $48437581.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp                                                                    | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    1879864 | NS      | $9942318.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | Hennes & Mauritz AB (B Shares)                                              | CUSIP: W41422101<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     289675 | NS      | $3121659.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS                                        | Eastern Energy Gas Holdings LLC                                             | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8430136.88   | 0.05%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc                                 | Benchmark Electronics, Inc                                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      79361 | NS      | $2118145.09   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 3622ABB43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    5743325 | PA      | $5139487.26   | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omron Corp                                                | Omron Corp                                                                  | CUSIP: J61374120<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      46700 | NS      | $2256907.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                        | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11993000 | PA      | $11331671.08  | 0.06%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5400000 | PA      | $5234879.88   | 0.03%             | 2025-03-20      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     254381 | NS      | $67517805.02  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2936256 | PA      | $2725776.57   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                | Menora Mivtachim Holdings Ltd                                               | CUSIP: 05609MDC6<br>LEI: 2549009I6K3RDXFFY773 | Long             | ABS-MBS          | CORP              | US        |    2169000 | PA      | $1333442.20   | 0.01%             | 2055-02-17      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Bond                                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35830000 | PA      | $28710187.02  | 0.16%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling International, Inc                                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      15327 | NS      | $959316.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                     | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |        227 | NS      | $16381.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                        | Sonoco Products Co                                                          | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $4912747.24   | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Moog Inc                                                  | Moog, Inc (Class A)                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       7392 | NS      | $648721.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES 2015B                                      | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1861157 | PA      | $1824370.43   | 0.01%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    9665000 | PA      | $7248186.53   | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK                                                                        | CUSIP: 06540BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $4812373.80   | 0.03%             | 2052-10-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                            | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10240574.69  | 0.06%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj (Class B)                                                         | CUSIP: X6002Y112<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      66248 | NS      | $3631914.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                       | Commonwealth Financing Authority                                            | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2730000 | PA      | $2399611.03   | 0.01%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1096968 | PA      | $1071249.08   | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group plc                                                   | CUSIP: G5375M142<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |       1939 | NS      | $14486.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17140000 | PA      | $17255326.49  | 0.10%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP                     | Brookfield Infrastructure Partners LP                                       | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     490000 | NS      | $7864451.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo Mortgage Backed Se                            | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2454409 | PA      | $1887240.51   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MSDB Trust                                                | MSDB Trust                                                                  | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2628246.00   | 0.01%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE                            | California Municipal Finance Authority                                      | CUSIP: 13048VNB0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     145000 | PA      | $142859.39    | 0.00%             | 2023-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                 | CUSIP: R8413J103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     454863 | NS      | $16347887.14  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      52819 | PA      | $50031.59     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services Inc                                     | Carriage Services, Inc                                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33285 | NS      | $916668.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $723539.50    | 0.00%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| D'ieteren Group                                           | Dieteren S.A.                                                               | CUSIP: 424749000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      29510 | NS      | $5663346.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                             | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    1584602 | NS      | $11840722.67  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     210890 | PA      | $217043.55    | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                                | Splunk, Inc                                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        451 | NS      | $38826.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     150543 | NS      | $11677620.51  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Corp                                                                   | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     353400 | NS      | $26936704.61  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj (B Shares)                                                        | CUSIP: 449000900<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      13900 | NS      | $307136.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                       | HeidelbergCement AG.                                                        | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     114550 | NS      | $6490975.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy, Inc                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $6992446.05   | 0.04%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Xylem Inc/NY                                              | Xylem, Inc                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      44423 | NS      | $4911851.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co, Inc                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      87204 | NS      | $7228339.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Variab                            | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137FWGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    6070000 | PA      | $4825491.57   | 0.03%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     315327 | NS      | $24844614.33  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals, Inc                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      29310 | NS      | $21146871.90  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group, Inc                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     562901 | NS      | $22161412.37  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp                                                | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     165267 | NS      | $1503274.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     136504 | NS      | $12069615.13  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group Inc                                             | PRA Group, Inc                                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       5978 | NS      | $201936.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries, Inc                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      22371 | NS      | $2812929.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES 2020-A                                    | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17647220 | PA      | $14985588.87  | 0.08%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zogenix Inc                                               | Zogenix, Inc                                                                | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             | EC               | CORP              | US        |      15799 | NS      | $10743.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Performance Food Group Co                                 | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      95256 | NS      | $5561997.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     251971 | NS      | $11477279.05  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America, Inc                                             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $6304369.75   | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                           | Brookfield Property Partners LP                                             | CUSIP: EP0585729<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     695000 | NS      | $9403350.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    9000000 | PA      | $6254836.92   | 0.04%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                 | Neste Oil Oyj                                                               | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     263195 | NS      | $12137752.58  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1340566.41   | 0.01%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                       | Klabin Austria GmbH                                                         | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    8000000 | PA      | $7848045.68   | 0.04%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings, Inc                                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      79472 | NS      | $16283018.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36264DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1151098 | PA      | $897870.40    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                  | CUSIP: D5357W103<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      76434 | NS      | $14747192.92  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                      | CUSIP: K1830B107<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |        290 | NS      | $20860.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                           | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2508807.20   | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                                   | Mirion Technologies, Inc                                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     235425 | NS      | $1556159.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31368HJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1678 | PA      | $1688.91      | 0.00%             | 2024-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | Persimmon plc                                                               | CUSIP: 068253004<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |        880 | NS      | $12903.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5383662 | PA      | $4297299.36   | 0.02%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                            | BBCMS Mortgage Trust                                                        | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4940000 | PA      | $3213685.38   | 0.02%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                    | CUSIP: J43916113<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     560472 | NS      | $7260116.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca plc (ADR)                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       8612 | NS      | $583893.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                                | Commerce Bancshares, Inc                                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        823 | NS      | $56021.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T                            | Pharr Economic Development Corp                                             | CUSIP: 717185AJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1140000 | PA      | $1022199.58   | 0.01%             | 2033-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      59728 | NS      | $1179634.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                     | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     367452 | NS      | $11199018.98  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE                            | New Jersey Economic Development Authority                                   | CUSIP: 64577BTX2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    7400000 | PA      | $7516791.98   | 0.04%             | 2030-06-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTGE PURCHAS                            | Maine State Housing Authority                                               | CUSIP: 56052FWY7<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |    1025000 | PA      | $848322.08    | 0.00%             | 2030-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                      | Texas Water Development Board                                               | CUSIP: 882854VM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1255000 | PA      | $1179315.34   | 0.01%             | 2035-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG.                                                                | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      14787 | NS      | $8100484.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                 | CUSIP: 626705909<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      38600 | NS      | $1216685.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust                                                    | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2115000 | PA      | $1380438.50   | 0.01%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| JSR Corp                                                  | JSR Corp                                                                    | CUSIP: 647098003<br>LEI: 353800TL8FC0AWR22506 | Long             | EC               | CORP              | JP        |      84990 | NS      | $1664211.69   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA S.A.                                                                    | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     726786 | NS      | $20244988.99  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                              | Sumitomo Metal Mining Co Ltd                                                | CUSIP: J77712123<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |     290200 | NS      | $10197293.33  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                        | CPT Mortgage Trust                                                          | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1338542.40   | 0.01%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                              | Eagle Pharmaceuticals, Inc                                                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      15154 | NS      | $442951.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                  | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |   15643058 | PA      | $12533530.37  | 0.07%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                  | First American Financial Corp                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    8178000 | PA      | $5975941.10   | 0.03%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global plc (Class A)                                                | CUSIP: G5480U104<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | US        |       2960 | NS      | $56032.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        679 | NS      | $117813.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18412880 | PA      | $15040197.10  | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $3533261.71   | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                             | Ibiden Co Ltd                                                               | CUSIP: 645610007<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      29100 | NS      | $1049417.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                | AMSR Trust                                                                  | CUSIP: 00178XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $796468.50    | 0.00%             | 2039-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3546557.35   | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1098133.22   | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp                                    | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      18027 | NS      | $471045.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        298 | NS      | $83532.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke DSM NV                                        | DSM NV                                                                      | CUSIP: B0HZL9902<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      45775 | NS      | $5620920.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16676634 | PA      | $15200997.68  | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1632937 | PA      | $1558269.24   | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       1576 | NS      | $54576.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                 | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12450000 | PA      | $9043534.96   | 0.05%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MediaAlpha Inc                                            | MediaAlpha, Inc                                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40259 | NS      | $400577.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp Ltd                                        | Lend Lease Corp Ltd                                                         | CUSIP: 651200008<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |     505854 | NS      | $2685115.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares, Inc                                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     338485 | NS      | $4772638.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                | Heritage Financial Corp                                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4964 | NS      | $152096.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz AG.                                                                 | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     116920 | NS      | $24969155.38  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                      | Sunrun Athena Issuer LLC                                                    | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    2720369 | PA      | $2491153.55   | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GoPro Inc                                                 | GoPro, Inc                                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      58468 | NS      | $291170.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services, Inc                                               | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   12925000 | PA      | $11225097.41  | 0.06%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AtriCure Inc                                              | AtriCure, Inc                                                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8730 | NS      | $387437.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                   | WEX, Inc                                                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      90879 | NS      | $14872348.35  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO ST WTR DEV AUTH WTR POLL                             | Ohio State Water Development Authority                                      | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11245000 | PA      | $11148986.82  | 0.06%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Relic Inc                                             | New Relic, Inc                                                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     102939 | NS      | $5810906.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim Ltd                                                           | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    1274864 | NS      | $11478772.31  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FINGA                            | Pennsylvania Economic Development Financing Authority                       | CUSIP: 708686EL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6925000 | PA      | $6446073.93   | 0.04%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Vivendi SE                                                | Vivendi Universal S.A.                                                      | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     666032 | NS      | $6362557.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312943 | PA      | $277134.68    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     768881 | PA      | $736694.34    | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3432673 | PA      | $2440582.61   | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC plc                                                                     | CUSIP: G2689P101<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | GB        |      92545 | NS      | $4550614.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications, Inc                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    1693238 | NS      | $66713577.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK & GLYNN CNTY GA DEVA                            | Brunswick & Glynn County Development Authority                              | CUSIP: 117019BM0<br>LEI: 5493008KJ013KGMHRO82 | Long             | DBT              | MUN               | US        |    1170000 | PA      | $1130964.59   | 0.01%             | 2025-04-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                   | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |      41648 | NS      | $1655298.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals plc                                                    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |      33350 | NS      | $5312988.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                      | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32369 | NS      | $664535.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     244659 | NS      | $6133601.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133B9S88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2673273 | PA      | $2358023.95   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     225357 | NS      | $9215339.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                                   | Old National Bancorp                                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       9051 | NS      | $162736.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REINVESTMENT FUND                                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAM6<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    7435000 | PA      | $6848301.55   | 0.04%             | 2028-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                                  | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      34209 | NS      | $1268127.63   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                            | State of Wisconsin                                                          | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |       3000 | PA      | $3054.64      | 0.00%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc                                  | Silicon Laboratories, Inc                                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      22124 | NS      | $3001563.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232705800 | PA      | $177674513.16 | 1.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Schnitzer Steel Industries Inc                            | Schnitzer Steel Industries, Inc (Class A)                                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       5386 | NS      | $165080.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      74055 | PA      | $70338.34     | 0.00%             | 2048-05-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group plc                                                   | CUSIP: G54404127<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    4383717 | NS      | $13142962.97  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10350000 | PA      | $10350000.00  | 0.06%             | 2022-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                             | UOL Group Ltd                                                               | CUSIP: 691684005<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       1300 | NS      | $6536.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarineMax Inc                                             | MarineMax, Inc                                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      38743 | NS      | $1209556.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority Discount Notes                 | Tennessee Valley Authority (TVA)                                            | CUSIP: 880592AL4<br>LEI: 549300HE1ISW43LNKM54 | Long             | STIV             | USGSE             | US        |    5000000 | PA      | $4995249.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas S.A.                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4350000 | PA      | $3622191.63   | 0.02%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      59351 | NS      | $5701257.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MPF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3199654 | PA      | $2821584.94   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa, Inc                                                                   | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6754309.20   | 0.04%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1127009 | PA      | $1070821.95   | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR POLL ABAT                            | Massachusetts St. Water Pollution Abatement                                 | CUSIP: 57604P5P5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    4190000 | PA      | $4205373.95   | 0.02%             | 2040-08-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                             | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   10000000 | PA      | $8301346.50   | 0.05%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2360334 | PA      | $2192120.52   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                    | CUSIP: B17KC6900<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    1637414 | NS      | $5101155.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                            | California Municipal Finance Authority                                      | CUSIP: 13049SDS0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     350000 | PA      | $297769.08    | 0.00%             | 2028-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   19749000 | PA      | $15492192.12  | 0.09%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Cardlytics Inc                                            | Cardlytics, Inc                                                             | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      52817 | NS      | $305282.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Equity Asset Trust                                   | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14320 | PA      | $13989.29     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4672336 | PA      | $4156067.23   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE S.A.                                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   20525000 | PA      | $17691399.78  | 0.10%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                           | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15803370 | PA      | $15467626.30  | 0.09%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   11961000 | PA      | $10145679.03  | 0.06%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                | PacifiCorp                                                                  | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $8956771.24   | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42770QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     689240 | PA      | $643647.89    | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Teradata Corp                                             | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      66879 | NS      | $2251147.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $5128937.50   | 0.03%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3266460 | PA      | $3052608.71   | 0.02%             | 2048-06-15      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Caribou Biosciences Inc                                   | Caribou Biosciences, Inc                                                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48568 | NS      | $305007.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                  | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $10607823.04  | 0.06%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                            | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7790000 | PA      | $5181668.07   | 0.03%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                       | RioCan Real Estate Investment Trust                                         | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |        418 | NS      | $6523.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  210217546 | PA      | $202351415.86 | 1.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                   | Empower Finance 2020 LP                                                     | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11400000 | PA      | $9517901.27   | 0.05%             | 2027-09-17      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                     | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11800000 | PA      | $9687134.48   | 0.05%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest, Inc                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80096 | NS      | $1944730.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155084 | PA      | $140793.65    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35275000 | PA      | $29953435.37  | 0.17%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Trinseo PLC                                               | Trinseo plc                                                                 | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |      30132 | NS      | $684297.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                                 | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     138274 | NS      | $5102310.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                            | CUSIP: Y1660Q104<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |    1021500 | NS      | $7442207.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust                                                | CUSIP: 36251PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2696553.60   | 0.02%             | 2049-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group S.A.                                                   | CUSIP: 565042900<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     172595 | NS      | $4485572.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Johnson Controls International plc                        | Johnson Controls International plc                                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     386873 | NS      | $24759872.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial, Inc                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     324743 | NS      | $32298938.78  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                       | SVB Financial Group                                                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      23374 | NS      | $5379292.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $7967250.50   | 0.05%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar, Inc                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     244029 | NS      | $58459587.24  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                    | Dolby Laboratories, Inc (Class A)                                           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     130725 | NS      | $9221341.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                              | Winmark Corp                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        874 | NS      | $206115.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     194025 | NS      | $23047991.88  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2041699.50   | 0.01%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                           | CUSIP: 567151907<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      30531 | NS      | $3194617.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atara Biotherapeutics Inc                                 | Atara Biotherapeutics, Inc                                                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     192539 | NS      | $631527.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp (Class A)                                                          | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        870 | NS      | $26421.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY J KAISER FAMILY FO                                  | Henry J Kaiser Family Foundation                                            | CUSIP: 426767AA7<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9430155.80   | 0.05%             | 2025-12-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6724205.47   | 0.04%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3113317 | PA      | $2685910.03   | 0.02%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                   | New York State Electric & Gas Corp                                          | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   11610000 | PA      | $9046435.61   | 0.05%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      79212 | NS      | $13227611.88  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12726245 | PA      | $11333490.18  | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                            | University of California                                                    | CUSIP: 91412GXV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11400000 | PA      | $10579269.54  | 0.06%             | 2030-05-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CCRC Affordable Multifamily Ho                            | CCRC Affordable Multifamily Housing Mortgage Trust                          | CUSIP: 12508HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2901500 | PA      | $2696288.95   | 0.02%             | 2034-06-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global plc (Class C)                                                | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | US        |       7192 | NS      | $139740.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                            | Lands' End, Inc                                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      27150 | NS      | $206068.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     252801 | NS      | $8552257.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG.                                                           | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | GB        |     241442 | NS      | $5707397.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                      | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    6500000 | PA      | $5947441.89   | 0.03%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                    | Arizona Public Service Co                                                   | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $2544851.23   | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    3750000 | PA      | $3604522.99   | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Shopify Inc                                               | Shopify, Inc (Class A)                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     409970 | NS      | $14233891.95  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand, Inc                                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       1115 | NS      | $58258.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                            | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EDZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     350000 | PA      | $277975.85    | 0.00%             | 2036-09-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                            | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FVNP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1024998 | PA      | $765172.41    | 0.00%             | 2035-09-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                   | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4252576 | PA      | $3621296.21   | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3414723 | PA      | $2730346.93   | 0.02%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Welltower Inc                                             | Welltower, Inc                                                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     214587 | NS      | $14066177.85  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                      | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    1185349 | NS      | $4894147.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| WLB ASSET II D                                            | WLB Asset II D Pte Ltd                                                      | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |   15750000 | PA      | $15646417.45  | 0.09%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     621301 | NS      | $53978630.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                       | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      13700 | NS      | $8336908.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $5245557.69   | 0.03%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                            | STWD Mortgage Trust                                                         | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1079309.25   | 0.01%             | 2036-11-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                 | CUSIP: J7864H102<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      34000 | NS      | $2052599.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                            | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H92A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1750000 | PA      | $1648451.00   | 0.01%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| SI-BONE Inc                                               | SI-BONE, Inc                                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      17548 | NS      | $238652.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group plc                                                                | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     794321 | NS      | $12810285.74  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                            | City & County of San Francisco CA                                           | CUSIP: 79765DV72<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    7085000 | PA      | $5758710.67   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HENRY CNTY AL WTR AUTH WTR REV                            | Henry County Water Authority                                                | CUSIP: 42633QEX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     640000 | PA      | $442211.33    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10500000 | PA      | $8796640.55   | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage S.A.                                                                | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      98775 | NS      | $9715907.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANGRID INC                                              | Avangrid, Inc                                                               | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   14950000 | PA      | $14286718.58  | 0.08%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| iRobot Corp                                               | iRobot Corp                                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      28312 | NS      | $1362656.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                         | CUSIP: Q5997E121<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     247549 | NS      | $823394.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1178720 | PA      | $1168504.01   | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAR Auction Services Inc                                  | KAR Auction Services, Inc                                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     170361 | NS      | $2223211.05   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     255169 | NS      | $93351026.96  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TECK RESOURCES LIMITED                                    | Teck Resources Ltd                                                          | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   12736000 | PA      | $11389584.59  | 0.06%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                       | CUSIP: 45939EAA8<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   17150000 | PA      | $17047087.48  | 0.10%             | 2023-04-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances, Inc                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      69904 | NS      | $7328735.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    4206371 | PA      | $3805088.02   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                     | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $4880650.00   | 0.03%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                            | California Municipal Finance Authority                                      | CUSIP: 13049SED2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     500000 | PA      | $316949.45    | 0.00%             | 2056-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                         | Triumph Group, Inc                                                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     124121 | NS      | $1305752.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                | Hasbro, Inc                                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        804 | NS      | $49052.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6250000 | PA      | $5937973.13   | 0.03%             | 2025-03-20      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group, Inc                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     281757 | NS      | $44500700.58  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS S.A.                                                                    | CUSIP: H7485A108<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       3908 | NS      | $9103054.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co Ltd                                                 | CUSIP: J11508124<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     301100 | NS      | $6936212.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Ltd                                         | IDP Education Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        575 | NS      | $10596.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorporation                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      65511 | NS      | $3220520.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon American Homes                                     | Tricon American Homes Trust                                                 | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475000 | PA      | $417018.60    | 0.00%             | 2038-07-17      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                    | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20292066 | PA      | $17423221.19  | 0.10%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9343105.30   | 0.05%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Home & Security, Inc                                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       1653 | NS      | $94402.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                | Public Finance Authority                                                    | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    1735000 | PA      | $1704514.84   | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2248625 | PA      | $2046185.51   | 0.01%             | 2048-10-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                  | United Natural Foods, Inc                                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     108392 | NS      | $4195854.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5993514 | PA      | $4608524.32   | 0.03%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                           | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | IT        |     791324 | NS      | $12694412.96  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                            | Grace Trust                                                                 | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8297000 | PA      | $6380309.20   | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy, Inc                                                        | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7110000 | PA      | $6682000.25   | 0.04%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                   | CUSIP: J72810120<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     116800 | NS      | $14262700.73  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2D7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    1900000 | PA      | $1688304.32   | 0.01%             | 2026-02-18      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                            | Kintetsu Corp                                                               | CUSIP: 649296001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      24300 | NS      | $802295.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                   | Dow, Inc                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     118545 | NS      | $5973482.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     162381 | NS      | $53803320.54  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables Owner                             | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9900000 | PA      | $9037167.48   | 0.05%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     826329 | PA      | $729784.09    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix, Inc                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     155332 | NS      | $45804300.16  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                   | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     304982 | NS      | $2201156.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6653520 | PA      | $5149153.16   | 0.03%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Informa PLC                                               | Informa plc                                                                 | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |    1517332 | NS      | $11318936.38  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                    | Star Energy Geothermal Wayang Windu Ltd                                     | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   19134880 | PA      | $18051202.86  | 0.10%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                  | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   16612000 | PA      | $14950633.88  | 0.08%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International, Inc                                                    | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   12866000 | PA      | $12575346.38  | 0.07%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1252781 | PA      | $947714.69    | 0.01%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Kelly Services Inc                                        | Kelly Services, Inc (Class A)                                               | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45168 | NS      | $763339.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11062723 | PA      | $11232485.19  | 0.06%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30784731 | PA      | $30359000.54  | 0.17%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                                   | Fibria Overseas Finance Ltd                                                 | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |   10500000 | PA      | $10535383.43  | 0.06%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     286231 | NS      | $8873161.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                     | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384BN8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   20000000 | PA      | $19916669.60  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Centres                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     190252 | NS      | $256896.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55127346 | PA      | $55275315.09  | 0.31%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                     | Boston Properties, Inc                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      87267 | NS      | $5897503.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                        | TFS Financial Corp                                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6965 | NS      | $100365.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca plc                                                             | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     376958 | NS      | $51009712.08  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                              | BT Group plc                                                                | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    4985806 | NS      | $6732203.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| AID-JORDAN                                                | Hashemite Kingdom of Jordan Government AID Bond                             | CUSIP: 418097AF8<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    5950000 | PA      | $5737487.24   | 0.03%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | Standard Life Aberdeen plc                                                  | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |    2388396 | NS      | $5427381.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        158 | NS      | $16511.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $4200300.00   | 0.02%             | 2032-01-26      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                  | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759NK0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    5000000 | PA      | $4270877.20   | 0.02%             | 2036-08-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                     | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     165782 | NS      | $5581879.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings, Inc                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      25003 | NS      | $50388045.84  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      89791 | NS      | $7528077.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS.                                                          | CUSIP: 50048MBX7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   12500000 | PA      | $11895660.00  | 0.07%             | 2025-02-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| VF Corp                                                   | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      67452 | NS      | $1862349.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     300258 | NS      | $49686693.84  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                                   | Sociedad de Transmision Austral S.A.                                        | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    6250000 | PA      | $5398869.94   | 0.03%             | 2032-01-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                           | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2129584 | PA      | $1925525.37   | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG.                                                                 | CUSIP: H2942E124<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         99 | NS      | $46735.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NeoGenomics Inc                                           | NeoGenomics, Inc                                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     236224 | NS      | $2182709.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                  | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       1000 | NS      | $81480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                  | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9250000 | PA      | $8841504.28   | 0.05%             | 2039-01-17      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial, Inc                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       9022 | NS      | $964000.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                                                | CUSIP: K16018192<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      50637 | NS      | $5932258.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHIGAN ST                                               | State of Michigan                                                           | CUSIP: 594612BS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4405000 | PA      | $4246614.26   | 0.02%             | 2026-12-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8RE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6944890 | PA      | $6842401.62   | 0.04%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1745235 | PA      | $1557604.82   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       3705 | PA      | $3709.13      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart, Inc                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     639040 | NS      | $38911145.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19384165 | PA      | $15886709.72  | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                     | Telecom Corp of New Zealand Ltd                                             | CUSIP: 688143007<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |       5177 | NS      | $17724.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     771163 | PA      | $801017.52    | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                    | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     116254 | NS      | $1981002.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | Enel S.p.A.                                                                 | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    3427094 | NS      | $18431396.93  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14130000 | PA      | $14326305.26  | 0.08%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                     | MidAmerican Energy Co                                                       | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $814067.82    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                                   | Montefiore Medical Center                                                   | CUSIP: 61237WAC0<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |   14585000 | PA      | $13269780.41  | 0.08%             | 2032-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3138574 | PA      | $3183521.79   | 0.02%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                         | Sekisui House Ltd                                                           | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     296900 | NS      | $5263755.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe, Inc                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     173685 | NS      | $58450213.05  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                               | Berkshire Hills Bancorp, Inc                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      56868 | NS      | $1700353.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                            | CUSIP: 689544005<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     181100 | NS      | $3545901.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAMPA BAY FL WTR REGL WTR SPLY                            | Tampa Bay Water                                                             | CUSIP: 875124ET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2755599.60   | 0.02%             | 2027-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     143931 | NS      | $6810814.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                   | CAE, Inc                                                                    | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     387083 | NS      | $7487225.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26726718 | PA      | $23569486.89  | 0.13%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST                             | Los Angeles Community College District                                      | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8655000 | PA      | $6932168.59   | 0.04%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                   | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     610632 | NS      | $18518567.37  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                                 | Agios Pharmaceuticals, Inc                                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     107585 | NS      | $3020986.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                              | Penumbra, Inc                                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      15017 | NS      | $3340681.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma SE                                                   | Puma AG. Rudolf Dassler Sport                                               | CUSIP: 506472901<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |       9326 | NS      | $563693.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23660737 | PA      | $22204529.46  | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                   | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 3137H9MF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   10000000 | PA      | $9004243.40   | 0.05%             | 2038-11-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19627179 | PA      | $18411078.98  | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK VA                                                | City of Norfolk VA                                                          | CUSIP: 655867TM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3665000 | PA      | $2930014.30   | 0.02%             | 2036-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper, Inc                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       2155 | NS      | $76847.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    4750000 | PA      | $3821493.66   | 0.02%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                    | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |     679194 | NS      | $6838118.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FI                                   | Great-West Lifeco US Finance 2020 LP                                        | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4179905.99   | 0.02%             | 2025-08-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10000000 | PA      | $8763969.40   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc                                                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   22950000 | PA      | $17256161.23  | 0.10%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        720 | NS      | $60422.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                            | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       3725 | NS      | $107987.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                   | City & County of Honolulu HI                                                | CUSIP: 438687EP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5645000 | PA      | $5080505.08   | 0.03%             | 2035-09-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     568908 | NS      | $56435673.60  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    1535811 | NS      | $47579424.78  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SALVATION ARMY                                            | Salvation Army                                                              | CUSIP: 79585TAS2<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17876591.80  | 0.10%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     637666 | NS      | $24922662.27  | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                         | NatWest Group plc                                                           | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2790000 | PA      | $2750041.93   | 0.02%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TAMPA BAY FL WTR REGL WTR SPLY                            | Tampa Bay Water                                                             | CUSIP: 875124ES4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3225000 | PA      | $3001686.17   | 0.02%             | 2026-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group, Inc                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     357623 | NS      | $29171308.11  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                 | Sally Beauty Holdings, Inc                                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       1746 | NS      | $21859.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services, Inc                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     583589 | NS      | $39596513.65  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                        | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       4380 | NS      | $169374.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                 | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    5932000 | PA      | $4956139.26   | 0.03%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG.                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7150000 | PA      | $4910559.80   | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| A O Smith Corp                                            | A.O. Smith Corp                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        362 | NS      | $20720.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   13164000 | PA      | $10405961.26  | 0.06%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | Essilor International S.A.                                                  | CUSIP: F31668100<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     111404 | NS      | $20156655.10  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                | Sprouts Farmers Market, Inc                                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     225859 | NS      | $7311055.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                       | PAR Technology Corp                                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      51066 | NS      | $1331290.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG Systems International Inc                             | CSG Systems International, Inc                                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      66006 | NS      | $3775543.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                            | SUMIT Mortgage Trust                                                        | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3300223.20   | 0.02%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Unilever PLC                                              | Unilever plc                                                                | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     578642 | NS      | $29214369.54  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     210910 | PA      | $197948.47    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SYRACUSE NY INDL DEV AGY PILOT                            | Syracuse Industrial Development Agency                                      | CUSIP: 87172NBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1650000 | PA      | $1115679.84   | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Inogen Inc                                                | Inogen, Inc                                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      39588 | NS      | $780279.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                      | Summit Materials, Inc                                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     175508 | NS      | $4982665.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4568028 | PA      | $3783102.03   | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                    | First Republic Bank                                                         | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     490000 | NS      | $8050700.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                          | CUSIP: B2Q4CS905<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      82300 | NS      | $2631116.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                              | Newmont Corp                                                                | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4018698.60   | 0.02%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Reliance Steel & Aluminum Co                              | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       2785 | NS      | $563795.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    7925000 | PA      | $6382566.12   | 0.04%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                 | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    8125000 | PA      | $6909968.16   | 0.04%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Shimizu Corp                                              | Shimizu Corp                                                                | CUSIP: 680440005<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     355600 | NS      | $1897455.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group, Inc                                        | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $17453842.63  | 0.10%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                       | Consumers Energy Co                                                         | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9376000 | PA      | $5247896.18   | 0.03%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,                             | Sunrun Jupiter Issuer LLC                                                   | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6847814 | PA      | $6263752.78   | 0.04%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                            | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2531877 | PA      | $1946806.94   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                             | New Residential Mortgage Loan Trust                                         | CUSIP: 64828EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     470000 | PA      | $366548.30    | 0.00%             | 2059-09-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                           | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    2779500 | NS      | $37919447.61  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global, Inc                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     167725 | NS      | $56177811.50  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     229215 | PA      | $200701.30    | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     116459 | NS      | $15791840.40  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     172096 | NS      | $30889511.04  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                              | Omnicell, Inc                                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      86938 | NS      | $4383413.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1072339 | PA      | $995805.32    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC                                                          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7348157.30   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                   | Keycorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     262047 | NS      | $4564858.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp                                                | Fanuc Ltd                                                                   | CUSIP: 635693005<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |        531 | NS      | $79462.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                               | Columbia Banking System, Inc                                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2120 | NS      | $63875.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                  | Visa, Inc                                                                   | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $13021274.27  | 0.07%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     507493 | NS      | $32859609.53  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                  | CUSIP: B01MJR901<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      48498 | NS      | $5095368.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Holdings Corp                                           | CUSIP: B0JQTJ900<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     306342 | NS      | $1585938.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2983360.03   | 0.02%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge, Inc                                                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2923000 | PA      | $2643028.83   | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4375000 | PA      | $3662381.63   | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington, Inc                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     122317 | NS      | $12711182.64  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     732982 | NS      | $61028081.32  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     132127 | NS      | $56650772.52  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                            | Pricesmart, Inc                                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      44141 | NS      | $2682889.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                               | Pentair plc                                                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |        455 | NS      | $20465.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON CNTY OR CLEAN WTR S                            | Washington County Clean Water Services                                      | CUSIP: 938240CL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1007294.60   | 0.01%             | 2024-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20038378 | PA      | $18223049.47  | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                    | Ethiopian Leasing LLC                                                       | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4733703 | PA      | $4434715.82   | 0.03%             | 2026-08-14      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    4665000 | PA      | $4766585.04   | 0.03%             | 2042-09-25      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     814986 | NS      | $17571098.16  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR, Inc                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       2273 | NS      | $10484394.34  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Loan Acquisition Tru                            | Ellington Loan Acquisition Trust                                            | CUSIP: 288547AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97060 | PA      | $95345.48     | 0.00%             | 2037-05-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                          | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      63107 | NS      | $8602406.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      97928 | PA      | $90351.75     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aegon NV                                                  | Aegon NV                                                                    | CUSIP: N00927298<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    2049294 | NS      | $10383100.28  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey plc                                                           | CUSIP: G86954107<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    1076998 | NS      | $1318997.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      75157 | PA      | $69455.66     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark Mortgage Trust                                                    | CUSIP: 08162VBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8870000 | PA      | $6539331.22   | 0.04%             | 2062-03-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| UPPER ALLEGHENY PA JT SANTN AU                            | Upper Allegheny Joint Sanitary Authority                                    | CUSIP: 915455NA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $402748.55    | 0.00%             | 2039-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    3069827 | PA      | $2866439.70   | 0.02%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                            | Manhattan West                                                              | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1642198.60   | 0.01%             | 2039-09-10      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay, Inc                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     904648 | NS      | $37515752.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    6925000 | PA      | $5776701.21   | 0.03%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed Inc                                             | Wolfspeed, Inc                                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     142944 | NS      | $9868853.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421175 | PA      | $402425.22    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353UZ8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    2460500 | PA      | $2297655.52   | 0.01%             | 2030-05-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications, Inc                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        311 | NS      | $105460.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                   | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5839942 | PA      | $4270601.37   | 0.02%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Cinemark Holdings Inc                                     | Cinemark Holdings, Inc                                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     209432 | NS      | $1813681.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp II                                              | CUSIP: 36250SBH1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    2972000 | PA      | $2583497.49   | 0.01%             | 2033-03-10      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                              | Michigan Finance Authority                                                  | CUSIP: 59447PF22<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2049501.80   | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | Croda International plc                                                     | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      41736 | NS      | $3321290.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WLB ASSET II PTE LTD                                      | WLB Asset II Pte Ltd                                                        | CUSIP: ZP1776035<br>LEI: 549300IOAZLPOFTPUJ20 | Long             | DBT              | CORP              | SG        |    1925000 | PA      | $1878750.59   | 0.01%             | 2024-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                            | University of California                                                    | CUSIP: 91412GXT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3035000 | PA      | $2853137.34   | 0.02%             | 2028-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                | Tosoh Corp                                                                  | CUSIP: 690028006<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |        719 | NS      | $8550.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAA2<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $9875577.44   | 0.06%             | 2024-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial, Inc                                                   | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7504000 | PA      | $6756441.09   | 0.04%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST EARTHQUAKE AUTH                             | California Earthquake Authority                                             | CUSIP: 13017HAK2<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2949661.20   | 0.02%             | 2023-07-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     260922 | PA      | $256337.19    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                      | Pilbara Minerals Ltd                                                        | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |     905449 | NS      | $2292822.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31904937 | PA      | $30711919.90  | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1441576 | PA      | $1281390.02   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts, Inc                                                     | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3440748.82   | 0.02%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24203229 | PA      | $20634403.78  | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2915895 | PA      | $2242086.04   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     232364 | NS      | $8355728.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy, Inc                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     227402 | NS      | $34101203.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323300 | PA      | $317605.05    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG.                                                             | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      33945 | NS      | $16662765.50  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Provention Bio Inc                                        | Provention Bio, Inc                                                         | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      99790 | NS      | $1054780.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fabrinet                                                  | Fabrinet                                                                    | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |      74898 | NS      | $9603421.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                              | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9460493.60   | 0.05%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy, Inc                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     219571 | NS      | $15394122.81  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust and HKT Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      10000 | NS      | $12241.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                 | CUSIP: J46840104<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     236500 | NS      | $11663039.07  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1745400 | PA      | $1720630.91   | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd                                          | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     445387 | NS      | $2208937.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc                | American Axle & Manufacturing Holdings, Inc                                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     229881 | NS      | $1797669.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIST OF COLUMBIA REVENUE                                  | District of Columbia                                                        | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    3500000 | PA      | $2602421.50   | 0.01%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                          | Badger Meter, Inc                                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      23497 | NS      | $2561877.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     934296 | PA      | $789883.72    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ethan Allen Interiors Inc                                 | Ethan Allen Interiors, Inc                                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48997 | NS      | $1294500.74   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK INC                                                 | ONEOK, Inc                                                                  | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $4993628.49   | 0.03%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                         | DXC Technology Co                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     477429 | NS      | $12651868.50  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    3245621 | PA      | $2957830.54   | 0.02%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                                             | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $6456819.38   | 0.04%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION                            | Chicago Metropolitan Water Reclamation District-Greater Chicago             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   11645000 | PA      | $12323610.05  | 0.07%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| OREGON ST BUSINESS DEV COMMISS                            | Oregon State Business Development Commission                                | CUSIP: 68608GAJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3470000 | PA      | $253310.00    | 0.00%             | 2037-04-01      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge, Inc                                                               | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9625000 | PA      | $9105767.83   | 0.05%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc                                      | Mitsui Chemicals, Inc                                                       | CUSIP: J4466L102<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |      14802 | NS      | $332464.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexcel Corp                                               | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     171805 | NS      | $10110724.25  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla, Inc                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     645139 | NS      | $79468222.02  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     900537 | NS      | $48142708.02  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $8188374.10   | 0.05%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ALUM RESEARCH                                   | Wisconsin Alumni Research Foundation                                        | CUSIP: 97658WAA8<br>LEI: UMSL8J1I3AHWSX5XNO15 | Long             | DBT              | CORP              | US        |   11440000 | PA      | $7793863.56   | 0.04%             | 2049-10-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13727158 | PA      | $12155384.90  | 0.07%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| 1Life Healthcare Inc                                      | 1Life Healthcare, Inc                                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     108845 | NS      | $1818799.95   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      58931 | PA      | $55234.68     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                         | General Motors Co                                                           | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $13842044.87  | 0.08%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $10470777.62  | 0.06%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |  126516252 | NS      | $126516252.27 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     137749 | NS      | $33944108.58  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     863179 | PA      | $812331.90    | 0.00%             | 2048-10-26      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      12731 | PA      | $11809.58     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8300000 | PA      | $7761165.16   | 0.04%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| Trimble Inc                                               | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     525601 | NS      | $26574386.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                               | Hankyu Hanshin Holdings, Inc                                                | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     270700 | NS      | $8020191.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    1525906 | NS      | $365942776.92 | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                                 | Ribbon Communications, Inc                                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      64222 | NS      | $179179.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES MI WTR AUTH WTR SP                            | Great Lakes Water Authority Water Supply System Revenue                     | CUSIP: 39081JDZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16915000 | PA      | $13578392.77  | 0.08%             | 2041-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH SEWAGE                            | Great Lakes Water Authority Sewage Disposal System Revenue                  | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3230000 | PA      | $2486503.74   | 0.01%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      93769 | PA      | $89954.65     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475103 | PA      | $467498.66    | 0.00%             | 2049-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric S.A.                                                     | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     177659 | NS      | $24949467.24  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2323072 | PA      | $2050985.05   | 0.01%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JK1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9200000 | PA      | $9290977.42   | 0.05%             | 2024-02-12      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad Holdings NV                                                        | CUSIP: 522865906<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      37996 | NS      | $2321645.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Biosciences Inc                                       | IGM Biosciences, Inc                                                        | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      16584 | NS      | $282093.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIV OF NEW MEXICO NM                                     | University of New Mexico                                                    | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |   18000000 | PA      | $16450990.20  | 0.09%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Inc                                         | Acuity Brands, Inc                                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        790 | NS      | $130831.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                  | Snap, Inc                                                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       9104 | NS      | $81480.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury plc                                                             | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    1743514 | NS      | $4572918.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv, Inc                                                                | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      21024 | NS      | $1066127.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAVACA-NAVIDAD RIVER TX AUTH                              | Lavaca-Navidad River Authority                                              | CUSIP: 519385DJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6430000 | PA      | $6136300.11   | 0.03%             | 2035-08-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation, Inc                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      47053 | NS      | $12119441.21  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     508979 | NS      | $60059522.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                        | Planet Fitness, Inc                                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      33446 | NS      | $2635544.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle S.A.                                                                 | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     634492 | NS      | $73289760.23  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis, Inc                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     278267 | NS      | $40780028.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3780000 | PA      | $3654344.52   | 0.02%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15619763 | PA      | $13316525.07  | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   23084345 | PA      | $20023668.78  | 0.11%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DE                            | Maryland Community Development Administration Housing Revenue               | CUSIP: 57419RD77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2495000 | PA      | $2152519.83   | 0.01%             | 2039-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher plc                                                              | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       5813 | NS      | $16516.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475813 | PA      | $481822.69    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1144505 | PA      | $1186848.83   | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK                                                                        | CUSIP: 06540XBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $6157129.60   | 0.03%             | 2062-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Azbil Corp                                                | Azbil Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       3200 | NS      | $80343.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     558431 | PA      | $553369.70    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                              | Texas Capital Bancshares, Inc                                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       2226 | NS      | $134250.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                           | Microvision, Inc                                                            | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |     344316 | NS      | $809142.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LOWE'S COS INC                                            | Lowe's Cos, Inc                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $3759770.18   | 0.02%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                             | Ultragenyx Pharmaceutical, Inc                                              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     133862 | NS      | $6201826.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services, Inc                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        396 | NS      | $56430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc (Class B)                                        | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     185118 | NS      | $8663905.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                     | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     298084 | NS      | $10140817.68  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges and Clearing Ltd                                        | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     334646 | NS      | $14379818.47  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                                     | New York Times Co (Class A)                                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      15892 | NS      | $515854.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                     | CUSIP: 618549901<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     143723 | NS      | $28025142.58  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | Adidas-Salomon AG.                                                          | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      74165 | NS      | $10051308.23  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                    | Advance Auto Parts, Inc                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      18982 | NS      | $2790923.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DY7 LEASING LLC                                           | DY7 Leasing LLC                                                             | CUSIP: 268207AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     754231 | PA      | $724957.48    | 0.00%             | 2025-12-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                        | Clear Channel                                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     366768 | NS      | $385106.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S                            | BBCMS Trust                                                                 | CUSIP: 05490VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12137747.50  | 0.07%             | 2032-09-15      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                       | CUSIP: B0J7D9901<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     556247 | NS      | $17903749.98  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                               | Terumo Corp                                                                 | CUSIP: 688507003<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      94486 | NS      | $2678732.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Castle Biosciences Inc                                    | Castle Biosciences, Inc                                                     | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36730 | NS      | $864624.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13617122 | PA      | $12375211.48  | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    1291781 | NS      | $82170189.41  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                                            | Voestalpine AG.                                                             | CUSIP: 494340904<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     112930 | NS      | $2991414.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4349342.50   | 0.02%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Hermes International                                      | Hermes International                                                        | CUSIP: 525397907<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      12448 | NS      | $19267653.48  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                   | CRH plc                                                                     | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     335807 | NS      | $13355091.12  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     610301 | PA      | $622127.50    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                  | State of Texas                                                              | CUSIP: 882723TV1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    3370000 | PA      | $3345966.51   | 0.02%             | 2043-08-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies plc                                                      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |      84304 | NS      | $14170659.36  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton, Inc                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      58519 | NS      | $5216383.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                              | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    1105709 | NS      | $13100876.82  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1304678 | PA      | $1169156.13   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     104592 | PA      | $103257.33    | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina S.A.                                                                 | CUSIP: 774246904<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |        665 | NS      | $67750.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                  | Automatic Data Processing, Inc                                              | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7815810.00   | 0.04%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                | Public Finance Authority                                                    | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     405000 | PA      | $404732.94    | 0.00%             | 2023-02-01      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Black Knight Inc                                          | Black Knight, Inc                                                           | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        428 | NS      | $26429.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group plc                                                          | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $7422113.10   | 0.04%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                           | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31689900 | PA      | $31313582.44  | 0.18%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Intra-Cellular Therapies Inc                              | Intra-Cellular Therapies, Inc                                               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      18922 | NS      | $1001352.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                   | ExlService Holdings, Inc                                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      67978 | NS      | $11517512.54  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9042225.80   | 0.05%             | 2026-02-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     441392 | PA      | $387003.04    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hain Celestial Group Inc/The                              | Hain Celestial Group, Inc                                                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       2360 | NS      | $38184.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                | Inpex Holdings, Inc                                                         | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     202500 | NS      | $2175946.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEATTLE WA LOCAL IMPT DIST #67                            | City of Seattle WA Local Improvement District No 6751                       | CUSIP: 812645AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5235000 | PA      | $4258351.07   | 0.02%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp                                             | Uni-Charm Corp                                                              | CUSIP: 691148001<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     216400 | NS      | $8285138.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1162514 | PA      | $1112003.02   | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj (Series A)                                                        | CUSIP: 570151902<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        393 | NS      | $20831.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckver AG.                                                     | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      32517 | NS      | $10518284.68  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   12591277 | PA      | $10908488.54  | 0.06%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                              | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   19500000 | PA      | $18519977.00  | 0.10%             | 2024-09-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  169100293 | PA      | $158622455.40 | 0.90%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18842000 | PA      | $17896219.97  | 0.10%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                                         | CUSIP: 698526001<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |        823 | NS      | $18600.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Brookfield Property Partners LP                           | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     390000 | NS      | $5931900.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3300162.53   | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4998264 | PA      | $786919.63    | 0.00%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan S.A.                                                               | CUSIP: H3238Q102<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       3439 | NS      | $10533334.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     811221 | PA      | $828438.88    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1582951 | PA      | $1281373.64   | 0.01%             | 2050-06-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| DocuSign Inc                                              | DocuSign, Inc                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        553 | NS      | $30647.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                  | Automatic Data Processing, Inc                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8246743.38   | 0.05%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                             | New Residential Mortgage Loan Trust                                         | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     508499 | PA      | $454894.06    | 0.00%             | 2059-09-25      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Prologis Inc                                              | Prologis, Inc                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     390185 | NS      | $43985555.05  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                                            | TransAlta Corp                                                              | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    2775000 | PA      | $2834055.72   | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines Holding AG.                                                | CUSIP: B09DHL908<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      55368 | NS      | $11911604.56  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding                                                          | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      24208 | NS      | $12478222.35  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    2045339 | NS      | $32643610.44  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                        | Compass Minerals International, Inc                                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       1679 | NS      | $68839.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA ST                                             | State of California                                                         | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11565000 | PA      | $10908584.48  | 0.06%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                  | Community Preservation Corp                                                 | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   11645000 | PA      | $9842010.24   | 0.06%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                | Tokyu Corp                                                                  | CUSIP: 689654002<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |       1469 | NS      | $18500.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings, Inc                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     702184 | NS      | $50009544.48  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H                            | Massachusetts Housing Finance Agency                                        | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    3455000 | PA      | $3449131.68   | 0.02%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1938308 | PA      | $1851248.73   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2150000 | PA      | $1899293.83   | 0.01%             | 2026-09-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB (B Shares)                                                     | CUSIP: B12PJ2906<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |       1155 | NS      | $8112.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard, Inc (Class A)                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     264132 | NS      | $91846620.36  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3434997.87   | 0.02%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                    | International Paper Co                                                      | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    3409000 | PA      | $2943948.45   | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo, Inc                                                                | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   16674000 | PA      | $11912569.73  | 0.07%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial Inc                                  | Ameriprise Financial, Inc                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      73893 | NS      | $23008063.41  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                              | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      42922 | NS      | $4146694.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   33000000 | PA      | $32015936.04  | 0.18%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                       | CUSIP: 695799908<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      19407 | NS      | $842638.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   23636000 | PA      | $22655941.30  | 0.13%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma, Inc                                                        | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     789014 | NS      | $11997453.53  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Novocure Ltd                                              | Novocure Ltd                                                                | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | US        |        257 | NS      | $18850.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1338418.65   | 0.01%             | 2036-07-15      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Coeur Mining Inc                                          | Coeur Mining, Inc                                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      19088 | NS      | $64135.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                                  | Seek Ltd                                                                    | CUSIP: B0767Y908<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |      10426 | NS      | $148223.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12593ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1006793.15   | 0.01%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     267052 | NS      | $18438174.13  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NY PUBLIC LIBRARY                                         | New York Public Library Astor Lenox & Tilden Foundations                    | CUSIP: 649757AA9<br>LEI: 549300UUPLEIDLHTTI88 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $14761980.45  | 0.08%             | 2045-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                                      | Enterprise Community Loan Fund, Inc                                         | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4491077.36   | 0.03%             | 2028-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UPPER ALLEGHENY PA JT SANTN AU                            | Upper Allegheny Joint Sanitary Authority                                    | CUSIP: 915455NB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1118965.35   | 0.01%             | 2049-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5576537 | PA      | $4633007.86   | 0.03%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Trust                                                                  | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1780098.20   | 0.01%             | 2035-10-15      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale                                                            | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     546000 | NS      | $13695664.28  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                | Fortescue Metals Group Ltd                                                  | CUSIP: 608625901<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     956824 | NS      | $13373675.17  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NextGen Healthcare Inc                                    | NextGen Healthcare, Inc                                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     110180 | NS      | $2069180.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group plc                                                          | CUSIP: G4911B108<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     120130 | NS      | $5844588.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     110690 | NS      | $12883209.10  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OREGON ST BUSINESS DEV COMMISS                            | Oregon State Business Development Commission                                | CUSIP: 68608GAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13250000 | PA      | $967250.00    | 0.01%             | 2031-04-01      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust, Inc                                                | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1313465.52   | 0.01%             | 2023-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79765RQ36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3725000 | PA      | $3218105.35   | 0.02%             | 2036-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-On, Inc                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      10842 | NS      | $2477288.58   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                 | Mondi plc                                                                   | CUSIP: B1CRLC906<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     279430 | NS      | $4725413.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                  | Next plc                                                                    | CUSIP: G6500M106<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        366 | NS      | $25645.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                          | Triton Container International Ltd                                          | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   10500000 | PA      | $9710582.28   | 0.05%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan, Inc                                              | CUSIP: 25159MBC0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   15000000 | PA      | $14238820.20  | 0.08%             | 2024-03-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                     | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    3174428 | PA      | $2411449.20   | 0.01%             | 2037-11-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rush Enterprises Inc                                      | Rush Enterprises, Inc (Class A)                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       4744 | NS      | $248016.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                   | Public Service Electric & Gas Co                                            | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6134000 | PA      | $4378704.62   | 0.02%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                 | Ansys, Inc                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      10679 | NS      | $2579939.61   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                   | City & County of Honolulu HI                                                | CUSIP: 4386705Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3035000 | PA      | $2790413.90   | 0.02%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      59280 | NS      | $3364140.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLWOOD IL TAX INCREMENT REVE                            | Village of Bellwood IL                                                      | CUSIP: 080031AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4500000 | PA      | $3707544.15   | 0.02%             | 2050-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                 | CUSIP: 501955AB4<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    3250000 | PA      | $2966372.27   | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                  | Nature Conservancy                                                          | CUSIP: 63902HAC3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3436822.92   | 0.02%             | 2024-02-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        589 | NS      | $82654.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4239973.80   | 0.02%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Fulcrum Therapeutics Inc                                  | Fulcrum Therapeutics, Inc                                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31813 | NS      | $231598.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                   | CUSIP: 666114004<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     654090 | NS      | $10469791.33  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE S.A.                                                                   | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15850000 | PA      | $11565198.97  | 0.07%             | 2032-10-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      65896 | NS      | $8945382.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                                | Heska Corp                                                                  | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      14137 | NS      | $878755.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179ASR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    8213119 | PA      | $7403226.99   | 0.04%             | 2033-06-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PORT LIONS AK REVENUE                                     | City of Port Lions AK                                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3025000 | PA      | $3051297.23   | 0.02%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $11198815.08  | 0.06%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                      | National Fuel Gas Co                                                        | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $12286416.40  | 0.07%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                   | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   16597071 | PA      | $12725229.58  | 0.07%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1437 | NS      | $47219.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1499929 | PA      | $1479493.44   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                           | Renew                                                                       | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4489094 | PA      | $4123687.14   | 0.02%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                   | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   15250000 | PA      | $12644232.04  | 0.07%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Allbirds Inc                                              | Allbirds, Inc                                                               | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     127418 | NS      | $308351.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG.                                            | CUSIP: B142S6906<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      44193 | NS      | $10274101.87  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                            | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7324000 | PA      | $6365576.97   | 0.04%             | 2032-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4235294 | PA      | $4077254.55   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                         | First Industrial Realty Trust, Inc                                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39506 | NS      | $1906559.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                    | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     886363 | NS      | $5185223.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     357040 | PA      | $351151.25    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies, Inc                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      45144 | NS      | $19506270.96  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    1195389 | NS      | $22217761.23  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loans LLC                                                      | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3134065 | PA      | $2903173.60   | 0.02%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Corp                                                              | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     990000 | NS      | $8285328.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust                                                         | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5452273 | PA      | $4527554.10   | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered plc                                                      | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    1859357 | NS      | $13868041.85  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353TW7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    4066300 | PA      | $3813672.37   | 0.02%             | 2030-05-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                      | Toray Industries, Inc                                                       | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |       9000 | NS      | $50052.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                     | Carl Zeiss Meditec AG.                                                      | CUSIP: 592296909<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |      31597 | NS      | $3971548.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        146 | NS      | $10980.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Compass Group PLC                                         | Compass Group plc                                                           | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     766210 | NS      | $17693336.98  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                             | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328HBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1681570.80   | 0.01%             | 2052-11-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                          | All Nippon Airways Co Ltd                                                   | CUSIP: 601490006<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |     115400 | NS      | $2443933.53   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                      | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    8225000 | PA      | $6478450.86   | 0.04%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG.                                                     | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    6750000 | PA      | $6147198.81   | 0.03%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                           | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     146246 | PA      | $136530.03    | 0.00%             | 2035-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     118801 | NS      | $7632964.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY CNTY AL WTR AUTH WTR REV                            | Henry County Water Authority                                                | CUSIP: 42633QEY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     850000 | PA      | $555802.85    | 0.00%             | 2049-01-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13411866 | PA      | $12629196.73  | 0.07%             | 2027-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $9404513.06   | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                     | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     279000 | NS      | $8733250.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp                                                           | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |       5328 | NS      | $652463.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                            | Aptargroup, Inc                                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      12214 | NS      | $1343295.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                  | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       2388 | NS      | $168568.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                 | Five9, Inc                                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      19869 | NS      | $1348310.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor                            | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3938052 | PA      | $3028041.57   | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      46638 | NS      | $10982316.24  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix, Inc                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      43867 | NS      | $28734201.01  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                               | Genesco, Inc                                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      29570 | NS      | $1360811.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                           | Opko Health, Inc                                                            | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     594366 | NS      | $742957.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pearson PLC                                               | Pearson plc                                                                 | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     225228 | NS      | $2543233.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109370000 | PA      | $107080065.63 | 0.61%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                               | CUSIP: 639092907<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     211300 | NS      | $5023430.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2887239 | PA      | $2706458.03   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                      | National Fuel Gas Co                                                        | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3177791.44   | 0.02%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                         | Nippon Steel Corp                                                           | CUSIP: J55999122<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     600800 | NS      | $10424555.66  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                            | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8155485.01   | 0.05%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERMONT ST EDUCTNL & HLTH BLDG                            | Vermont Educational & Health Buildings Financing Agency                     | CUSIP: 924166JF9<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4539706.50   | 0.03%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                          | Cirrus Logic, Inc                                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      26377 | NS      | $1964558.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $6495087.16   | 0.04%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $835594.40    | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                                  | Roku, Inc                                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       5556 | NS      | $226129.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      56219 | NS      | $2252133.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $842612.10    | 0.00%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6269064 | PA      | $5119774.37   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International, Inc                                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         86 | NS      | $20573.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                    | CUSIP: J82141136<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     151500 | NS      | $4928836.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                               | CUSIP: J59826107<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     333800 | NS      | $2521388.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   18880000 | PA      | $14986775.59  | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International, Inc                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      63070 | NS      | $4656458.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                              | TravelCenters of America, Inc                                               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       8206 | NS      | $367464.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3174266 | PA      | $2943475.04   | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG.                                                                 | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     223411 | NS      | $30797474.93  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                         | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      10439 | NS      | $136542.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        527 | NS      | $155143.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                               | Pandora AS                                                                  | CUSIP: K7681L102<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        262 | NS      | $18518.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1434533 | PA      | $1245263.67   | 0.01%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   18954000 | PA      | $15425097.65  | 0.09%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9537000 | PA      | $8474063.96   | 0.05%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service, Inc (Class B)                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     330692 | NS      | $57487497.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179E5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    2060950 | PA      | $2042821.80   | 0.01%             | 2025-08-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5258931 | PA      | $4043689.83   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                                  | Korea East-West Power Co Ltd                                                | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    1685000 | PA      | $1629151.37   | 0.01%             | 2025-05-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust                                                | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5697607.20   | 0.03%             | 2039-01-17      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| DMC Global Inc                                            | DMC Global, Inc                                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      26007 | NS      | $505576.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp S.A.                                                     | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |       1123 | NS      | $19526.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Beyond Meat Inc                                           | Beyond Meat, Inc                                                            | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     124961 | NS      | $1538269.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Barratt Developments PLC                                  | Barratt Developments plc                                                    | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     385655 | NS      | $1842001.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15250000 | PA      | $12184056.13  | 0.07%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      19712 | NS      | $4434608.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                         | RMR Group, Inc                                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       2740 | NS      | $77405.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     231273 | NS      | $48997497.78  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10275070 | PA      | $8394864.12   | 0.05%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                                    | One Market Plaza Trust                                                      | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1849034.20   | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                 | Colbun S.A.                                                                 | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   11300000 | PA      | $9519571.44   | 0.05%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials, Inc                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     494028 | NS      | $48108446.64  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   17440371 | PA      | $2758083.02   | 0.02%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3390871 | PA      | $3358786.83   | 0.02%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | Scottish & Southern Energy plc                                              | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     590179 | NS      | $12138173.69  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     654199 | NS      | $95604641.86  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture plc                                                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     248482 | NS      | $66304936.88  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BASIN ELEC PWR ND COOPERATIVE                             | Basin Electric Power Coop                                                   | CUSIP: 070102AA6<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2093916.40   | 0.01%             | 2041-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480000 | PA      | $389874.34    | 0.00%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                          | BJ's Wholesale Club Holdings, Inc                                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     229061 | NS      | $15154675.76  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                  | CTS Corp                                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      64983 | NS      | $2561629.86   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                              | Autodesk, Inc                                                               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2596176.70   | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB (B Shares)                                                         | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     697434 | NS      | $12598167.10  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12595HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3740000 | PA      | $3474905.43   | 0.02%             | 2029-10-10      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy, Inc                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     786343 | NS      | $65738274.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                       | Workhorse Group, Inc                                                        | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |     291308 | NS      | $442788.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     483777 | PA      | $441537.25    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                      | Generac Holdings, Inc                                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        422 | NS      | $42478.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | NortonLifelock, Inc                                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       1601 | NS      | $34309.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAMPA BAY FL WTR REGL WTR SPLY                            | Tampa Bay Water                                                             | CUSIP: 875124ER6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2280000 | PA      | $2154337.57   | 0.01%             | 2025-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                             | BlackRock, Inc                                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      77740 | NS      | $55088896.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |     239464 | NS      | $52825758.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2479790 | PA      | $2336433.15   | 0.01%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Allscripts Healthcare Solutions Inc                       | Allscripts Healthcare Solutions, Inc                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      71383 | NS      | $1259196.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Revance Therapeutics Inc                                  | Revance Therapeutics, Inc                                                   | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      87503 | NS      | $1615305.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    6000000 | PA      | $3852892.74   | 0.02%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK, Inc                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      26543 | NS      | $1743875.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG. (Preference)                                   | CUSIP: D12096125<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      70276 | NS      | $5930675.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                   | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     500415 | NS      | $3657735.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk, Inc                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     201638 | NS      | $37680093.06  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce, Inc                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     365490 | NS      | $48460319.10  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     212089 | NS      | $10330332.02  | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| WLB ASSET II C PTE LTD                                    | WLB Asset II C Pte Ltd                                                      | CUSIP: BS8095082<br>LEI: 549300QP5TA3PCYZ7Y92 | Long             | DBT              | CORP              | SG        |    5500000 | PA      | $5060124.96   | 0.03%             | 2025-12-23      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                       | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   11075000 | PA      | $10092758.36  | 0.06%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison, Inc                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     225509 | NS      | $21493262.79  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                         | CUSIP: 45906M2B6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    3215000 | PA      | $3225609.50   | 0.02%             | 2024-06-17      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Mortgage Trust                                                          | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3734654.40   | 0.02%             | 2034-08-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | Duke Energy Florida LLC                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8546156.60   | 0.05%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10722517 | PA      | $8244743.11   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     115971 | PA      | $122548.15    | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                          | Genuine Parts Co                                                            | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5788793.12   | 0.03%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | Nike, Inc (Class B)                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     534413 | NS      | $62531665.13  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                            | District of Columbia Water & Sewer Authority                                | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |   15000000 | PA      | $13028140.50  | 0.07%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Brookdale Senior Living Inc                               | Brookdale Senior Living, Inc                                                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     381856 | NS      | $1042466.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                                | Vishay Precision Group, Inc                                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22191 | NS      | $857682.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   28030000 | PA      | $24552598.20  | 0.14%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                               | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     630000 | PA      | $552288.86    | 0.00%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                  | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |        612 | NS      | $21545.33     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CarMax Inc                                                | CarMax, Inc                                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2874 | NS      | $174997.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                       | Health Catalyst, Inc                                                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     113131 | NS      | $1202582.53   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2058789.05   | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9841496 | PA      | $9473003.57   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4243332.00   | 0.02%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    8352226 | PA      | $7482727.99   | 0.04%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp                                                   | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   10100000 | PA      | $9148782.00   | 0.05%             | 2025-06-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Dril-Quip Inc                                             | Dril-Quip, Inc                                                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      52213 | NS      | $1418627.21   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                            | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    9885000 | PA      | $9345575.95   | 0.05%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pulmonx Corp                                              | Pulmonx Corp                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      38708 | NS      | $326308.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                   | Kezar Life Sciences, Inc                                                    | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      71749 | NS      | $505112.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien AG.                                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |        205 | NS      | $13369.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                           | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |     233115 | NS      | $473223.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Galp Energia SGPS SA                                      | Galp Energia SGPS S.A.                                                      | CUSIP: X3078L108<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     537285 | NS      | $7248307.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                               | Yamaha Corp                                                                 | CUSIP: 664238003<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |        389 | NS      | $14434.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                        | Regency Centers LP                                                          | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   16822000 | PA      | $16314265.11  | 0.09%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | Intuit, Inc                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     123658 | NS      | $48130166.76  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4134269 | PA      | $3178916.29   | 0.02%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     618500 | PA      | $591105.66    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72638000 | PA      | $72904718.02  | 0.41%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     694956 | PA      | $706217.97    | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  173017000 | PA      | $142549787.66 | 0.81%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST                                                   | State of Ohio                                                               | CUSIP: 677521CV6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2581503.25   | 0.01%             | 2028-09-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     379499 | PA      | $311752.12    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 31325VDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     959552 | PA      | $84209.61     | 0.00%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                                | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868GY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1710000 | PA      | $1266993.89   | 0.01%             | 2041-09-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   11475298 | PA      | $10217722.28  | 0.06%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14225000 | PA      | $11698050.52  | 0.07%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                               | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    1130600 | NS      | $12952093.17  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13821413 | PA      | $12964997.79  | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1122828 | PA      | $1048194.58   | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: BM6607360<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 9475000000 | PA      | $9408538.17   | 0.05%             | 2028-10-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                   | Japan International Cooperation Agency                                      | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    8750000 | PA      | $7054884.99   | 0.04%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Landstar System Inc                                       | Landstar System, Inc                                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        459 | NS      | $74771.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     416801 | PA      | $344385.73    | 0.00%             | 2050-05-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1540419 | PA      | $1317652.15   | 0.01%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | Solvay S.A.                                                                 | CUSIP: 482110004<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |        204 | NS      | $20625.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sunrun Demeter Issuer LLC                                 | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5785024 | PA      | $4511978.86   | 0.03%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                         | Crowley Conro LLC                                                           | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |   13014095 | PA      | $12137511.84  | 0.07%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | United States International Development Finance Corp                        | CUSIP: 90376PBH3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    8396957 | PA      | $6708063.83   | 0.04%             | 2038-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    8345000 | PA      | $8325517.76   | 0.05%             | 2042-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB (B Shares)                                             | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     482659 | NS      | $6112713.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    4825146 | PA      | $4328070.93   | 0.02%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp (Toronto)                                                    | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     165017 | NS      | $4889573.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NETGEAR Inc                                               | Netgear, Inc                                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      24537 | NS      | $444365.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248299 | PA      | $231966.18    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yelp Inc                                                  | Yelp, Inc                                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     107544 | NS      | $2940252.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust                                              | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     629538 | PA      | $566983.26    | 0.00%             | 2045-08-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills, Inc                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     445330 | NS      | $37340920.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2286544 | PA      | $1725619.00   | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353G50<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   10713794 | PA      | $10126100.16  | 0.06%             | 2029-09-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot, Inc                                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        123 | NS      | $35562.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     669800 | PA      | $577397.51    | 0.00%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| TriCo Bancshares                                          | Trico Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4787 | NS      | $244089.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                 | Sonos, Inc                                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     153481 | NS      | $2593828.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co, Inc                                                           | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     397063 | NS      | $12135566.81  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                        | Teladoc, Inc                                                                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      43554 | NS      | $1030052.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                             | Agate Bay Mortgage Trust                                                    | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |      81829 | PA      | $72937.67     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OSI Systems Inc                                           | OSI Systems, Inc                                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       8485 | NS      | $674727.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRAX 1 LLC                                              | Thirax  LLC                                                                 | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11951205 | PA      | $9829430.76   | 0.06%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                        | CUSIP: BO3632961<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $400991.95    | 0.00%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences, Inc                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     401040 | NS      | $34429284.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                | VMware, Inc (Class A)                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     333621 | NS      | $40955313.96  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                               | Bouygues S.A.                                                               | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     272149 | NS      | $8162225.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36187SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    7105022 | PA      | $6783800.10   | 0.04%             | 2040-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3433337 | PA      | $3214057.13   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scholastic Corp                                           | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13853 | NS      | $546639.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France S.A.                                                  | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   20250000 | PA      | $19518290.15  | 0.11%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     101200 | NS      | $1403206.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc                                                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     212843 | NS      | $11956306.19  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV                                                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7208000 | PA      | $6228751.32   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group plc                                                          | CUSIP: 317430908<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     399254 | NS      | $9706722.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLP Trust                                                | DOLP Trust                                                                  | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102725000 | PA      | $4126078.03   | 0.02%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                        | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $7062938.88   | 0.04%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial, Inc                                                          | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   12500000 | PA      | $11109106.25  | 0.06%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                              | NiSource, Inc                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       1123 | NS      | $30792.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                     | MidAmerican Energy Co                                                       | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3596000 | PA      | $2545028.76   | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Macerich Co/The                                           | Macerich Co                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     277961 | NS      | $3129840.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8926112 | PA      | $7959125.11   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy, Inc                                                         | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2115753.27   | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        689 | NS      | $38039.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                         | CUSIP: 653323907<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     220460 | NS      | $2512632.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Hakko Kogyo Co Ltd                                                    | CUSIP: J38296117<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |        747 | NS      | $17109.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15056533 | PA      | $12338025.45  | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Broadcast Group Inc                              | Sinclair Broadcast Group, Inc (Class A)                                     | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      59889 | NS      | $928878.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                | Resmed, Inc                                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      83617 | NS      | $17403206.21  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde plc                                                                   | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |     202703 | NS      | $66117664.54  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                            | Proto Labs, Inc                                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      52759 | NS      | $1346937.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4240181 | PA      | $3739148.00   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments, Inc                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     376801 | NS      | $62255061.22  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                          | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     372918 | NS      | $15084725.89  | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $10308422.07  | 0.06%             | 2049-03-04      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG.                                                | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     176295 | NS      | $15608270.45  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | Woodward Capital Management                                                 | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3487374 | PA      | $2788437.32   | 0.02%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MARY FREE BED REHAB HSP                                   | Mary Free Bed Rehabilitation Hospital                                       | CUSIP: 57388MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1573953.21   | 0.01%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cadence Bank                                              | Cadence BanCorp                                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       1840 | NS      | $45374.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Groep NV                                                                | CUSIP: B5337G162<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     199885 | NS      | $12869651.35  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     582861 | NS      | $36353040.57  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                               | ABIOMED, Inc                                                                | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |        774 | NC      | $789.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                            | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $5743002.62   | 0.03%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3029180 | PA      | $2329193.18   | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    6500000 | PA      | $5603529.62   | 0.03%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Inc                                  | Realogy Holdings Corp                                                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      66712 | NS      | $426289.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                            | California Municipal Finance Authority                                      | CUSIP: 13049SDR2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     455000 | PA      | $396448.73    | 0.00%             | 2027-08-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                             | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    5000000 | PA      | $3993950.00   | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                        | United Rentals, Inc                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      36726 | NS      | $13053154.92  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                             | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    7750000 | PA      | $5477184.94   | 0.03%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain, Inc                                                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        945 | NS      | $47108.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1815000 | PA      | $1795667.16   | 0.01%             | 2033-08-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| F45 Training Holdings Inc                                 | F45 Training Holdings, Inc                                                  | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |      68958 | NS      | $196530.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Depot Inc/The                                        | Home Depot, Inc                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     300994 | NS      | $95071964.84  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REINVESTMENT FUND                                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAC8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $1181682.62   | 0.01%             | 2023-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   14114000 | PA      | $11227987.06  | 0.06%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   11600000 | PA      | $9925773.62   | 0.06%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories, Inc                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      60344 | NS      | $24617938.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero AG.                                                           | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      80482 | NS      | $3862307.74   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    9400000 | PA      | $9227894.08   | 0.05%             | 2023-09-29      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    6550000 | PA      | $6106515.94   | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    7005000 | PA      | $7070241.77   | 0.04%             | 2042-07-25      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Liberty Street Trust                                      | Liberty Street Trust                                                        | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4562047.00   | 0.03%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                          | Algonquin Power & Utilities Corp                                            | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |       1850 | NS      | $12050.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nucor Corp                                                | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     196838 | NS      | $25945216.78  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                     | Customers Bancorp, Inc                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      54845 | NS      | $1554307.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd                                                        | CUSIP: J6174U100<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      94100 | NS      | $13693824.49  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                                       | Mr Cooper Group, Inc                                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      17431 | NS      | $699506.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                            | CUSIP: 605460005<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     480800 | NS      | $3422613.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                     | Valeo S.A.                                                                  | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |     244557 | NS      | $4369699.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                | CUSIP: J12852117<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |     117600 | NS      | $7755959.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                     | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9776284 | PA      | $9263029.09   | 0.05%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings, Inc                                                         | CUSIP: J58699109<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     149200 | NS      | $6601068.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                           | PerkinElmer, Inc                                                            | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5484700.41   | 0.03%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co, Inc                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     745192 | NS      | $82679052.40  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                   | CUSIP: B0PB4M906<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |    1231900 | NS      | $9014224.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SPS Commerce Inc                                          | SPS Commerce, Inc                                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      72879 | NS      | $9359849.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy, Inc (Step Bond)                                            | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3854309.16   | 0.02%             | 2024-08-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                               | Hologic, Inc                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     113705 | NS      | $8506271.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      14358 | NS      | $27948.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                       | Westamerica Bancorporation                                                  | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2021 | NS      | $119259.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc                                                              | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      68736 | NS      | $4020091.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                     | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384BS7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   42000000 | PA      | $41800564.68  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   14660404 | PA      | $2133121.08   | 0.01%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc                                                     | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      77096 | NS      | $3578643.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                   | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |       1823 | NS      | $33195.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4384530 | PA      | $3371346.85   | 0.02%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI BRD OF                            | Honolulu City & County Board of Water Supply                                | CUSIP: 438689LV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $783536.90    | 0.00%             | 2032-07-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     245268 | NS      | $31114698.48  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    1389736 | PA      | $192008.44    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                              | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6920571.75   | 0.04%             | 2038-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                               | TeliaSonera AB                                                              | CUSIP: 597838903<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    1677759 | NS      | $4287124.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANGRID INC                                              | Avangrid, Inc                                                               | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3197052.39   | 0.02%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Parkland Corp                                             | Parkland Corp                                                               | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |     170132 | NS      | $3733103.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Orange SA                                                 | Orange S. A.                                                                | CUSIP: F4113C103<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    1349797 | NS      | $13392841.28  | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Amgen Inc                                                 | Amgen, Inc                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     220521 | NS      | $57917635.44  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        569 | NS      | $172025.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta plc                                                             | CUSIP: 004561908<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     478842 | NS      | $8938831.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prothena Corp PLC                                         | Prothena Corp plc                                                           | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | US        |      77793 | NS      | $4687028.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA ST                                             | State of California                                                         | CUSIP: 13063CNQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   36330000 | PA      | $35876162.01  | 0.20%             | 2037-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                           | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     342048 | NS      | $6025526.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                               | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   11450000 | PA      | $10064562.71  | 0.06%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                     | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    2320000 | PA      | $2320000.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    8500000 | PA      | $5732730.06   | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Keio Corp                                                 | Keio Corp                                                                   | CUSIP: 648736007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        284 | NS      | $10402.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tupperware Brands Corp                                    | Tupperware Brands Corp                                                      | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      94128 | NS      | $389689.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                      | WW International Inc                                                        | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      95091 | NS      | $367051.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2560246 | PA      | $2145947.87   | 0.01%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle, Inc                                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       6486 | NS      | $1033673.82   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMITROPIC CA IMPT DIST SEMITR                            | Semitropic Improvement District of the Semitropic Water Storage District    | CUSIP: 81684LDV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3870000 | PA      | $3151048.04   | 0.02%             | 2035-12-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     609882 | NS      | $27761828.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                         | Conservation Fund                                                           | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2686824.16   | 0.02%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   84606487 | PA      | $83436441.52  | 0.47%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics, Inc                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      17022 | NS      | $3003021.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit S.p.A                                                             | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   15000000 | PA      | $13282862.10  | 0.08%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAH7<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2938781.40   | 0.02%             | 2024-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro plc                                                                   | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     151016 | NS      | $1391198.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      23903 | NS      | $2809319.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                              | Ferguson plc                                                                | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | US        |        576 | NS      | $73134.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     188971 | PA      | $157986.09    | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust                                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     528159 | PA      | $456501.90    | 0.00%             | 2047-10-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42770AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2680002 | PA      | $2339097.94   | 0.01%             | 2051-09-20      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holdings AG                                                          | CUSIP: 715603908<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      44933 | NS      | $10671524.18  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     427272 | NS      | $20934434.62  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group plc                                                          | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $1502820.00   | 0.01%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ASX Ltd                                                   | Australian Stock Exchange Ltd                                               | CUSIP: 612922906<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        536 | NS      | $24686.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                            | City & County of San Francisco CA Community Facilities District No 2014     | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1240000 | PA      | $1253249.28   | 0.01%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Orica Ltd                                                 | Orica Ltd                                                                   | CUSIP: 645800004<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       1122 | NS      | $11471.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes                        | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 313312AD2<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    6000000 | PA      | $5999287.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2640000 | PA      | $1894594.20   | 0.01%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                       | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      81100 | NS      | $12303963.40  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                         | Canada Government International Bond                                        | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   21980000 | PA      | $21257559.82  | 0.12%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX plc                                                                    | CUSIP: G74570121<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     740173 | NS      | $20464322.55  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4878960 | PA      | $3901122.89   | 0.02%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Group, Inc                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     406008 | NS      | $41652360.72  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                             | Blackline, Inc                                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      57206 | NS      | $3848247.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                   | WESCO International, Inc                                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       4955 | NS      | $620366.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Variab                            | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   16607877 | PA      | $14249130.35  | 0.08%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Globus Medical Inc                                        | Globus Medical, Inc                                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      13596 | NS      | $1009774.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health, Inc                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       4607 | NS      | $354140.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                            | CSAIL Commercial Mortgage Trust                                             | CUSIP: 12595BBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $4976378.78   | 0.03%             | 2037-06-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31292GHJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |         71 | PA      | $71.38        | 0.00%             | 2023-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8080000 | PA      | $7995614.10   | 0.05%             | 2042-04-25      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     122676 | NS      | $10855599.24  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $5055344.31   | 0.03%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                          | CUSIP: 50064YAN3<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   24325000 | PA      | $24220267.98  | 0.14%             | 2023-07-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                       | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $6658999.63   | 0.04%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                                            | Mercury NZ Ltd                                                              | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               | CORP              | NZ        |       1949 | NS      | $6885.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co, Inc                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        621 | NS      | $49810.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                         | Computer Programs & Systems, Inc                                            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      22324 | NS      | $607659.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                              | LivaNova plc                                                                | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |       8932 | NS      | $496083.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |        247 | NS      | $25999.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning, Inc                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       7069 | NS      | $602985.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems, Inc                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    1509873 | NS      | $71930349.72  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353UU9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     505932 | PA      | $487872.68    | 0.00%             | 2026-12-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   19194000 | PA      | $18068765.38  | 0.10%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $9064140.50   | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                       | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     231370 | NS      | $3378002.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                      | Western Union Co                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       1119 | NS      | $15408.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                                 | Sumisho Computer Systems Corp                                               | CUSIP: 685847006<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |      91800 | NS      | $1389552.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                              | Amplifon S.p.A.                                                             | CUSIP: B14NJ7908<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     149137 | NS      | $4453197.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   15240000 | PA      | $14239334.74  | 0.08%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   13000000 | PA      | $10234534.57  | 0.06%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial, Inc                                                   | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2152000 | PA      | $1816051.28   | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rogers Corp                                               | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      38135 | NS      | $4551030.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr ING hc F Porsche AG.                                                     | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |      85292 | NS      | $8607114.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk, Inc                                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       1228 | NS      | $55051.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | Total Capital International S.A.                                            | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   11316000 | PA      | $7991540.71   | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                              | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |     150880 | PA      | $116507.88    | 0.00%             | 2044-06-20      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                            | BBCMS Trust                                                                 | CUSIP: 05490VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3382951.68   | 0.02%             | 2032-09-15      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      35424 | NS      | $1844030.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                  | CUSIP: B1VQ25903<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     300809 | NS      | $5436095.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                     | Dexus Property Group                                                        | CUSIP: B033YN903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       2975 | NS      | $15618.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Commercial Mortgage Trust                                     | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4468361.50   | 0.03%             | 2032-11-10      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| THE BUSH FOUNDATION                                       | Bush Foundation                                                             | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $1883479.82   | 0.01%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                             | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1615000 | PA      | $1352452.52   | 0.01%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST                            | Grant County Public Utility District No 2                                   | CUSIP: 387883UG4<br>LEI: 549300XJXH7RNXS8PA58 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1002809.60   | 0.01%             | 2034-01-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                   | Principal Financial Group, Inc                                              | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8193499.20   | 0.05%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAB0<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2430762.33   | 0.01%             | 2025-11-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc                                                              | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6231492.82   | 0.04%             | 2026-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: —       |
| Shimadzu Corp                                             | Shimadzu Corp                                                               | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6455 | NS      | $182740.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO IL HSG AUTH                                       | Chicago Housing Authority                                                   | CUSIP: 16753QBH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16250000 | PA      | $14564782.38  | 0.08%             | 2038-01-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256740400 | PA      | $261995555.06 | 1.48%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardiovascular Systems Inc                                | Cardiovascular Systems, Inc                                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      48050 | NS      | $654441.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15031000 | PA      | $12713525.08  | 0.07%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts, Inc                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     153590 | NS      | $18765626.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     157592 | NS      | $8034040.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5448750 | PA      | $4564582.65   | 0.03%             | 2031-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44138449 | PA      | $38933355.85  | 0.22%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Entertainment Inc                         | Dave & Buster's Entertainment, Inc                                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      92056 | NS      | $3262464.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group, Inc                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      79053 | NS      | $8621520.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                               | WestRock Co                                                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        703 | NS      | $24717.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                           | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11855659.20  | 0.07%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Inovio Pharmaceuticals Inc                                | Inovio Pharmaceuticals, Inc                                                 | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     516979 | NS      | $806487.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLE INC                                                 | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $13419478.51  | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                 | TEGNA, Inc                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       9574 | NS      | $202873.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                               | Covestro AG.                                                                | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |        534 | NS      | $20802.52     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FLORENCE SC SPL OBLIG                                     | City of Florence SC                                                         | CUSIP: 340329AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1161646.75   | 0.01%             | 2034-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                         | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   14750000 | PA      | $14249683.54  | 0.08%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins, Inc                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      43093 | NS      | $10441002.97  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3395000 | PA      | $3292345.39   | 0.02%             | 2042-04-25      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE                            | New Jersey Economic Development Authority                                   | CUSIP: 64577BTY0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $3042565.20   | 0.02%             | 2031-06-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet, Inc                                                               | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7825765.40   | 0.04%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                            | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   11075000 | PA      | $10600570.15  | 0.06%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kimball Electronics Inc                                   | Kimball Electronics, Inc                                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      39615 | NS      | $894902.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                   | Insight Enterprises, Inc                                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      63302 | NS      | $6347291.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TOPAZ SOLAR FARMS LLC                                     | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17370989 | PA      | $15329897.79  | 0.09%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                                              | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7140458.25   | 0.04%             | 2038-11-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali S.p.A.                                               | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     772624 | NS      | $13739181.88  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    5600000 | PA      | $5681150.33   | 0.03%             | 2033-11-21      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1525000 | PA      | $1464714.84   | 0.01%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe S.A.                                                        | CUSIP: 438042905<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     168177 | NS      | $10743531.19  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2089616 | PA      | $2057587.50   | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group, Inc                                                | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      30564 | NS      | $2130676.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanview Mortgage Trust                                  | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1615204 | PA      | $1241960.06   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                          | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   11700000 | PA      | $9299860.36   | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     495573 | PA      | $506658.02    | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Premier Inc                                               | Premier, Inc                                                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2830 | NS      | $98993.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre, Inc                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        370 | NS      | $313108.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                           | CMS Energy Corp                                                             | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2334502.86   | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   14900000 | PA      | $15600654.62  | 0.09%             | 2042-06-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| ArcBest Corp                                              | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      51209 | NS      | $3586678.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                           | CUSIP: 680468006<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     117033 | NS      | $5839140.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2302821 | PA      | $1770681.91   | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Just Eat Takeaway.com NV                                  | Just Eat Takeaway.com NV                                                    | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |     123330 | NS      | $2625017.88   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corp                        | Federal Agricultural Mortgage Corp (FAMC)                                   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       7467 | NS      | $841605.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        981 | NS      | $27919.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1825000 | PA      | $1754391.50   | 0.01%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                  | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |     306471 | NS      | $11511721.83  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Blink Charging Co                                         | Blink Charging Co                                                           | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      73426 | NS      | $805483.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AG9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   18250000 | PA      | $17259845.34  | 0.10%             | 2025-01-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3529623 | PA      | $3350328.66   | 0.02%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2805000 | PA      | $2667841.11   | 0.02%             | 2041-12-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                        | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    8083302 | PA      | $5910914.93   | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                   | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   39759037 | PA      | $5088759.19   | 0.03%             | 2037-11-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                   | Southwestern Electric Power Co                                              | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   14825000 | PA      | $9745967.60   | 0.06%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen, Inc                                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       8992 | NS      | $2490064.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                                   | Mirati Therapeutics, Inc                                                    | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      55708 | NS      | $2524129.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                            | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      58471 | PA      | $56024.35     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                            | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     234971 | NS      | $21286220.72  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TriNet Group Inc                                          | TriNet Group, Inc                                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       2948 | NS      | $199874.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     411280 | NS      | $57945239.20  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3179656 | PA      | $3022619.09   | 0.02%             | 2028-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                  | Ceridian HCM Holding, Inc                                                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        381 | NS      | $24441.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                            | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1846973.00   | 0.01%             | 2033-10-15      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Xperi Inc                                                 | Xperi, Inc                                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34711 | NS      | $298861.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     754107 | PA      | $697481.54    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Mirvac Group                                              | Mirvac Group                                                                | CUSIP: 616197901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    1050750 | NS      | $1520142.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Swire Pacific Ltd                                         | Swire Pacific Ltd (Class A)                                                 | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     604000 | NS      | $5294590.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                 | CUSIP: J35759125<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     373700 | NS      | $8077194.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15125719 | PA      | $13998907.59  | 0.08%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG.                                          | CUSIP: D8T9CK101<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     588810 | NS      | $1446124.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TreeHouse Foods Inc                                       | TreeHouse Foods, Inc                                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       6454 | NS      | $318698.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                    | Private Export Funding Corp (PEFCO)                                         | CUSIP: 742651DW9<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7700772.96   | 0.04%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                                            | City of Los Angeles CA                                                      | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    7190000 | PA      | $6858568.32   | 0.04%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp                                      | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       1964 | NS      | $44386.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                 | Bunge Ltd                                                                   | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |       1758 | NS      | $175395.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                      | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     746693 | NS      | $18899996.74  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $9455155.64   | 0.05%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                              | BioCryst Pharmaceuticals, Inc                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      99760 | NS      | $1145244.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1148271 | PA      | $1162775.59   | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                | BMO 360A                                                                    | CUSIP: 05609MCU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4083099.80   | 0.02%             | 2055-02-17      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                        | Ameren Illinois Co                                                          | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $8198257.84   | 0.05%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425517 | PA      | $357323.49    | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                         | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3646472.85   | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                        | RGA Global Funding                                                          | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $7707242.73   | 0.04%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Bloom Energy Corp                                         | Bloom Energy Corp                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      11104 | NS      | $212308.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3557153.25   | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| NATURE CONSERVANCY (THE)                                  | Nature Conservancy                                                          | CUSIP: 63902HAW9<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2714926.77   | 0.02%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering                                                                      | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      27159 | NS      | $13821961.27  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8433820 | PA      | $6484920.94   | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SpartanNash Co                                            | SpartanNash Co                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      70405 | NS      | $2129047.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies, Inc                                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       2586 | NS      | $13498.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     148093 | NS      | $5785908.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    1005506 | NS      | $45479036.38  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                                | Cerus Corp                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     354493 | NS      | $1293899.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      32508 | PA      | $30509.94     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     144291 | NS      | $8188514.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     750000 | PA      | $627951.00    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2968587 | PA      | $2558901.78   | 0.01%             | 2052-05-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     351454 | PA      | $332127.11    | 0.00%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1038926 | PA      | $1024770.87   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                     | BB Blue Financing DAC                                                       | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   10839600 | PA      | $10688062.39  | 0.06%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |        502 | NS      | $33685.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                            | Structured Asset Investment Loan Trust                                      | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10202 | PA      | $9916.96      | 0.00%             | 2034-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| UNIV OF CINCINNATI OH RECPTS                              | University of Cincinnati                                                    | CUSIP: 914119A69<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |    1560000 | PA      | $1558109.90   | 0.01%             | 2034-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PEND OREILLE CNTY WA PUBLIC UT                            | Pend Oreille County Public Utility District No Box Canyon                   | CUSIP: 706643CH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4500000 | PA      | $4421521.80   | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co Ltd                            | Odakyu Electric Railway Co Ltd                                              | CUSIP: 665610002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        815 | NS      | $10554.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     248657 | PA      | $206096.95    | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                 | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      97800 | NS      | $13038453.94  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions, Inc                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       4828 | NS      | $1244223.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       1424 | NS      | $56034.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     428083 | PA      | $421152.61    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc                                                              | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14091000 | PA      | $12983954.82  | 0.07%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: —       |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     423879 | PA      | $396266.90    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                    | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   17761000 | PA      | $17589739.38  | 0.10%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos, Inc                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     125227 | NS      | $4171311.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14956000 | PA      | $15698592.32  | 0.09%             | 2042-06-25      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300761 | PA      | $247972.20    | 0.00%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        396 | NS      | $53622.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences, Inc                                                        | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $9845757.15   | 0.06%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                        | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      40510 | NS      | $4621251.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $9088256.32   | 0.05%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                      | TTM Technologies, Inc                                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     213684 | NS      | $3222354.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                  | CUSIP: Y0920U103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    3266000 | NS      | $11087403.13  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                    | Sirius XM Holdings, Inc                                                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    1494166 | NS      | $8725929.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Co/The                                   | Procter & Gamble Co                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     675349 | NS      | $102355894.44 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO IL                                                | City of Chicago IL                                                          | CUSIP: 167486C98<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    5395000 | PA      | $5674602.35   | 0.03%             | 2042-01-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6100000 | PA      | $5974729.42   | 0.03%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T                            | Pharr Economic Development Corp                                             | CUSIP: 717185AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1170000 | PA      | $1054945.83   | 0.01%             | 2030-08-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                        | Sumitomo Mitsui Trust Holdings, Inc                                         | CUSIP: J6150N104<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     346100 | NS      | $12077347.61  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                              | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   11625000 | PA      | $11221807.34  | 0.06%             | 2024-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust                                                | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1898532.00   | 0.01%             | 2031-10-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                       | SVB Financial Group                                                         | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   12635000 | PA      | $7231279.63   | 0.04%             | N/A             | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                            | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     295352 | PA      | $263283.61    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                              | Ritchie Bros Auctioneers, Inc                                               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        304 | NS      | $17559.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bancorp Inc/The                                           | The Bancorp, Inc                                                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20196 | NS      | $573162.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     620945 | NS      | $26719263.35  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   13650000 | PA      | $13239282.28  | 0.07%             | 2023-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353ZS9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   10833511 | PA      | $10115781.37  | 0.06%             | 2033-06-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro, Inc                                                                  | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      37655 | NS      | $2084930.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries NV                                                  | CUSIP: 641297908<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | AU        |       1233 | NS      | $22191.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                            | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      89700 | NS      | $5166244.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | Softbank Corp                                                               | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    1298600 | NS      | $14691924.08  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                             | New York City Housing Development Corp                                      | CUSIP: 64972EGM5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2019190.00   | 0.01%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                    | CUSIP: 648380004<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     172700 | NS      | $6856265.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                        | Sonoco Products Co                                                          | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10686332.91  | 0.06%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc                                                 | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8773268.94   | 0.05%             | 2026-03-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28250000 | PA      | $24120644.39  | 0.14%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv plc                                                                   | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     134549 | NS      | $12530548.37  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    6828688 | PA      | $6542998.98   | 0.04%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                           | Nomura Real Estate Holdings, Inc                                            | CUSIP: B1CWJM906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      97100 | NS      | $2076267.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                         | CUSIP: B28YTC906<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     152943 | NS      | $17265498.24  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       3969 | NS      | $32548.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     179107 | NS      | $11016871.57  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | Total Capital International S.A.                                            | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   12850000 | PA      | $9572197.46   | 0.05%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                                  | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7150000 | PA      | $6968829.73   | 0.04%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International Inc                    | Heidrick & Struggles International, Inc                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       5059 | NS      | $141500.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics, Inc                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        527 | NS      | $51487.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                   | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3438523 | PA      | $2615055.84   | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                         | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    7885000 | PA      | $6460922.48   | 0.04%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| IMAX Corp                                                 | Imax Corp                                                                   | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | US        |       9348 | NS      | $137041.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                     | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384CK3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   10000000 | PA      | $9932687.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc                                         | TTEC Holdings, Inc                                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      34608 | NS      | $1527251.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2209212 | PA      | $1964043.89   | 0.01%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW MEXICO ST FIN AUTH REVENUE                            | New Mexico Finance Authority                                                | CUSIP: 64711N4V4<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    3375000 | PA      | $2907274.95   | 0.02%             | 2038-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                                     | MEIJI Holdings Co Ltd                                                       | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |        308 | NS      | $15787.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 3622ABHJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1678650 | PA      | $1649491.51   | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST                            | Grant County Public Utility District No 2                                   | CUSIP: 387883YU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9255000 | PA      | $7086542.39   | 0.04%             | 2040-01-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                 | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    8000000 | PA      | $7390388.48   | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       1874 | NS      | $50729.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                      | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    9500000 | PA      | $9030057.14   | 0.05%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1409579 | PA      | $1281010.37   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group plc (Class A)                                                   | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |     133885 | NS      | $12093861.04  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                            | BBCMS Trust                                                                 | CUSIP: 05492TBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2299642.20   | 0.01%             | 2053-02-15      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3129596 | PA      | $2909449.48   | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CityLine Commercial Mortgage T                            | Cityline Commercial Mortgage Trust                                          | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2889955.80   | 0.02%             | 2031-11-10      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Canoo Inc                                                 | Canoo, Inc                                                                  | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |     290490 | NS      | $357302.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AZURE POWER SOLAR ENERGY                                  | Azure Power Solar Energy Pvt Ltd                                            | CUSIP: 05502TAA6<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |    5900000 | PA      | $5134174.75   | 0.03%             | 2024-12-24      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| Howard Hughes Corp/The                                    | Howard Hughes Corp                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       1608 | NS      | $122883.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                       | Century Aluminum Co                                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      83968 | NS      | $686858.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan, Inc                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    1153122 | NS      | $20848445.76  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                         | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   15000000 | PA      | $13760250.00  | 0.08%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3197621.00   | 0.02%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                    | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   10000000 | PA      | $8727349.40   | 0.05%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                       | CUSIP: J4509L101<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     359317 | NS      | $6567225.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC                                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4470000 | PA      | $3883536.00   | 0.02%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries, Inc                                                         | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $8753056.71   | 0.05%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    7601119 | PA      | $7193273.40   | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                             | Adaptive Biotechnologies Corp                                               | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     191748 | NS      | $1464954.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                           | iHeartMedia, Inc                                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     109942 | NS      | $673944.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renew Financial                                           | Renew                                                                       | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4083104 | PA      | $3476214.30   | 0.02%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      22240 | NS      | $7618979.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                        | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   12500000 | PA      | $11138665.38  | 0.06%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Brookline Bancorp Inc                                     | Brookline Bancorp, Inc                                                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8511 | NS      | $120430.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                   | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       1110 | NS      | $93817.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources, Inc                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     218607 | NS      | $28313978.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                        | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11181000 | PA      | $10290720.59  | 0.06%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                          | CUSIP: Y30327103<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     616500 | NS      | $10225537.72  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                   | Essential Utilities, Inc                                                    | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   11735000 | PA      | $9842563.09   | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group, Inc                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     101664 | NS      | $7824061.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3740112 | PA      | $3670623.36   | 0.02%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG.                                                     | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $3996018.45   | 0.02%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Demant A/S                                                | Demant A.S.                                                                 | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |      71367 | NS      | $1990119.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                   | British Land Co plc                                                         | CUSIP: G15540118<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |     545111 | NS      | $2588055.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG.                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11675000 | PA      | $10044700.08  | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings plc                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6575000 | PA      | $6088601.82   | 0.03%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MT INDL DEV REVE                            | County of Gallatin MT                                                       | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3500000 | PA      | $3645460.00   | 0.02%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                         | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $5224979.83   | 0.03%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| 1-800-Flowers.com Inc                                     | 1-800-FLOWERS.COM, Inc (Class A)                                            | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45506 | NS      | $435037.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1472429 | PA      | $1190159.27   | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14702433 | PA      | $12393003.14  | 0.07%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                              | Nippon Paint Co Ltd                                                         | CUSIP: 664050002<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     579300 | NS      | $4549875.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet Inc                                                 | Avnet, Inc                                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     173769 | NS      | $7225315.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     740991 | NS      | $1733918.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WPP PLC                                                   | WPP plc                                                                     | CUSIP: G9788D103<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     766310 | NS      | $7571129.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8615000 | PA      | $7055717.74   | 0.04%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                             | CUSIP: 663955003<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     402000 | NS      | $16902722.00  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sana Biotechnology Inc                                    | Sana Biotechnology, Inc                                                     | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     171442 | NS      | $677195.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCK & CO INC                                            | Merck & Co, Inc                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $5879623.29   | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                   | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H9JM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | MUN               | US        |   11750000 | PA      | $10120948.28  | 0.06%             | 2036-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                          | Paramount Global (Class B)                                                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       1668 | NS      | $28155.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE CORNERS FND TR II                                    | Five Corners Funding Trust II                                               | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14425000 | PA      | $12091928.05  | 0.07%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor plc                                                                   | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |      19088 | NS      | $227338.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST                                               | State of Illinois                                                           | CUSIP: 452152QW4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    9000000 | PA      | $8316164.70   | 0.05%             | 2038-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines, Inc                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    1068495 | NS      | $35110745.70  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                  | Interstate Power & Light Co                                                 | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $6907279.40   | 0.04%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal S.A.                                                                | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      74681 | NS      | $26743083.14  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   18700000 | PA      | $18155525.94  | 0.10%             | 2023-08-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVIC                                  | Vessel Management Services, Inc                                             | CUSIP: 925387AE2<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |    8799000 | PA      | $8885103.05   | 0.05%             | 2035-04-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG.                                                                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     535963 | NS      | $48503267.91  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     272210 | PA      | $267720.57    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG.                                                               | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $7728485.10   | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                                              | Avangrid, Inc                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $11994731.50  | 0.07%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                      | CUSIP: 698642006<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |        632 | NS      | $10030.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Bank der Oesterreichischen Sparkassen AG.                             | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     116855 | NS      | $3738799.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies, Inc                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        440 | NS      | $37092.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $582172.80    | 0.00%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola European Partners plc (Class A)                                   | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     213058 | NS      | $11786368.56  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14100566 | PA      | $12021300.97  | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    6670000 | PA      | $6811277.27   | 0.04%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     265000 | PA      | $252073.17    | 0.00%             | 2041-10-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer, Inc                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1405475.57   | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Shoe Carnival Inc                                         | Shoe Carnival, Inc                                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34896 | NS      | $834363.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB PETROLEUM INVST                                      | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   11850000 | PA      | $10546533.54  | 0.06%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     626173 | NS      | $53237228.46  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4438627 | PA      | $3412943.08   | 0.02%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    5120000 | PA      | $4954118.14   | 0.03%             | 2030-08-10      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    1185685 | NS      | $19100097.97  | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                   | Piedmont Natural Gas Co, Inc                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    7113000 | PA      | $4757958.68   | 0.03%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MATHER FOUNDATION                                         | Mather Foundation                                                           | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8177497.90   | 0.05%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp                                       | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       7536 | NS      | $331508.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                     | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   12638000 | PA      | $12095886.42  | 0.07%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                              | Assurant, Inc                                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        147 | NS      | $18383.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  170518000 | PA      | $170518000.00 | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                             | New York City Housing Development Corp                                      | CUSIP: 64966WFA0<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    4065000 | PA      | $3124792.33   | 0.02%             | 2038-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co Ltd                            | Keisei Electric Railway Co Ltd                                              | CUSIP: 648742005<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |     111858 | NS      | $3178025.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                 | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   11125000 | PA      | $8469229.32   | 0.05%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| TripAdvisor Inc                                           | TripAdvisor, Inc                                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     214381 | NS      | $3854570.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Sustainable Home Impr                            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13633447 | PA      | $9892667.76   | 0.06%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| PROG Holdings Inc                                         | PROG Holdings, Inc                                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       2150 | NS      | $36313.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo                                                                     | CUSIP: 704239904<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |      51668 | NS      | $3216722.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    4356146 | PA      | $4059614.82   | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                           | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31352 | NS      | $4174832.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Mortgage Trust                                                          | CUSIP: 55282MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3681789.60   | 0.02%             | 2034-08-15      | Variable      | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                               | CUSIP: W0817X204<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     510377 | NS      | $10977827.35  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4661325.30   | 0.03%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                        | CPT Mortgage Trust                                                          | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $12002095.50  | 0.07%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GUADALUPE VLY TX ELEC COOPERAT                            | Guadalupe Valley Electric Coop, Inc                                         | CUSIP: 40064CAA0<br>LEI: TBXDF1BZ4WKPIZYR5I09 | Long             | DBT              | MUN               | US        |    1100000 | PA      | $1140714.41   | 0.01%             | 2032-10-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide, Inc                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      66030 | NS      | $6045706.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                   | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   10875000 | PA      | $10587298.50  | 0.06%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $3867276.03   | 0.02%             | 2036-07-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc                                               | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     372479 | NS      | $16368168.76  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets plc                                                         | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   11400000 | PA      | $11204061.82  | 0.06%             | 2024-08-12      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings plc                                                           | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9647529.10   | 0.05%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                         | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10075000 | PA      | $7237248.20   | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      98089 | NS      | $22402546.71  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems, Inc                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     164242 | NS      | $26383834.88  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                               | Alector, Inc                                                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      96398 | NS      | $889753.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                            | HomeStreet, Inc                                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19873 | NS      | $548097.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2379261 | PA      | $2016730.51   | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37300000 | PA      | $37049390.63  | 0.21%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc                                                              | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4841000 | PA      | $4486478.56   | 0.03%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XHC70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6434187 | PA      | $5308515.68   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                    | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3662934.35   | 0.02%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Green Dot Corp                                            | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10629 | NS      | $168150.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBM US HOLDINGS INC                                       | NBM US Holdings, Inc                                                        | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9657794.40   | 0.05%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST ENVRNMNTL FACS COR                            | New York State Environmental Facilities Corp                                | CUSIP: 64985HHT7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    1225000 | PA      | $1183925.63   | 0.01%             | 2025-06-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN ENERGYC                            | Massachusetts Clean Energy Cooperative Corp                                 | CUSIP: 575625BD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2389576.80   | 0.01%             | 2032-07-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group, Inc                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     140780 | NS      | $74638740.40  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                                  | Northwest Natural Gas Co                                                    | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $3251232.23   | 0.02%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     206090 | NS      | $9618220.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                                | Zumiez, Inc                                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      20869 | NS      | $453692.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTINUUM ENERGY LEVANTE                                  | Continuum Energy Levanter Pte Ltd                                           | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |    2162362 | PA      | $1940491.39   | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                   | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     367053 | NS      | $9612082.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1288535 | PA      | $1277364.40   | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp                                          | ACCO Brands Corp                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      33977 | NS      | $189931.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                              | CD Mortgage Trust                                                           | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1699258.40   | 0.01%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International, Inc                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       7227 | NS      | $10446267.15  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                              | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      62274 | NS      | $1942156.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FOND DU LAC CNTY WI REVENUE                               | County of Fond Du Lac WI                                                    | CUSIP: 34446ABB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4430000 | PA      | $4161026.79   | 0.02%             | 2051-11-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3599599 | PA      | $3342692.58   | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST                            | Grant County Public Utility District No 2                                   | CUSIP: 387883RV5<br>LEI: 549300XJXH7RNXS8PA58 | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1152515.88   | 0.01%             | 2035-01-01      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                   | Essential Utilities, Inc                                                    | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $6402195.94   | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Novozymes A/S                                             | Novozymes AS                                                                | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        566 | NS      | $28715.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                      | Bright Horizons Family Solutions                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40114 | NS      | $2531193.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd                                                       | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |     195886 | NS      | $10275484.98  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | United States International Development Finance Corp                        | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $876478.57    | 0.00%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Camden National Corp                                      | Camden National Corp                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       6038 | NS      | $251724.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                       | Johnson Matthey plc                                                         | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |      11455 | NS      | $292757.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loans LLC                                                      | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3568622 | PA      | $2942511.70   | 0.02%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co, Inc                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     334289 | NS      | $31740740.55  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     349019 | NS      | $51567557.25  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group plc                                                    | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3903456.68   | 0.02%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     860242 | PA      | $725343.04    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15500000 | PA      | $12161765.00  | 0.07%             | 2031-01-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                               | Novanta, Inc                                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3862 | NS      | $524729.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                          | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      55200 | NS      | $16219344.09  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5195197 | PA      | $704374.19    | 0.00%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                            | California Health Facilities Financing Authority                            | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    1990000 | PA      | $1644376.60   | 0.01%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Viridian Therapeutics Inc                                 | Viridian Therapeutics, Inc                                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      36177 | NS      | $1056730.17   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                                             | Kikkoman Corp                                                               | CUSIP: 649080009<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |     173000 | NS      | $9106131.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       1880 | NS      | $83810.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Issuer, LLC                                        | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6806332 | PA      | $5551420.05   | 0.03%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp (Class C)                                            | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      94773 | NS      | $7228336.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     298819 | NS      | $38759812.49  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PUB SVC NEW HAMP                                          | Public Service Co of New Hampshire                                          | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2282603.20   | 0.01%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                      | Texas Water Development Board                                               | CUSIP: 882854S86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5880000 | PA      | $5000219.11   | 0.03%             | 2048-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   12950000 | PA      | $12611477.94  | 0.07%             | 2042-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BELLWOOD IL TAX INCREMENT REVE                            | Village of Bellwood IL                                                      | CUSIP: 080031AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     750000 | PA      | $691750.43    | 0.00%             | 2032-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                             | CUSIP: 680526001<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     220600 | NS      | $10812418.52  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Goldcorp Corp                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     503252 | NS      | $23753494.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                               | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     565550 | NS      | $6651068.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     142183 | PA      | $144217.44    | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management, Inc                                              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       6128 | NS      | $129178.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                 | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       6419 | NS      | $140279.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79765RN96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3345000 | PA      | $3138426.18   | 0.02%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     197628 | PA      | $175917.19    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies, Inc                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     273240 | NS      | $40890366.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG.                                                         | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      84822 | NS      | $14605503.49  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     316285 | NS      | $9339896.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                   | Kratos Defense & Security Solutions, Inc                                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     151707 | NS      | $1565616.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                     | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     138079 | NS      | $9303506.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Ecolab Inc                                                | Ecolab, Inc                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     234680 | NS      | $34160020.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                              | Klepierre                                                                   | CUSIP: 758255905<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     255081 | NS      | $5887425.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                | Dai Nippon Printing Co Ltd                                                  | CUSIP: 625090006<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |        614 | NS      | $12334.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIAMI FL SPL OBLG                                         | City of Miami FL                                                            | CUSIP: 593490ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1780000 | PA      | $1624992.26   | 0.01%             | 2039-01-01      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle International Corp                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      59802 | NS      | $8111543.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Issuer, LLC                                        | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3845361 | PA      | $3293372.28   | 0.02%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON TX UTILITY SYS REVENUE                            | City of Houston TX Combined Utility System Revenue                          | CUSIP: 44244CTH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $977067.00    | 0.01%             | 2024-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                   | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    8500000 | PA      | $6885000.00   | 0.04%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     935000 | PA      | $911854.08    | 0.01%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Vital Farms Inc                                           | Vital Farms, Inc                                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      16271 | NS      | $242763.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo, Inc                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     455171 | NS      | $82231192.86  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                  | Green Brick Partners, Inc                                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       9916 | NS      | $240264.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    2811877 | NS      | $16936680.74  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                       | Sunnova Energy Corp                                                         | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4055990.60   | 0.02%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Cassava Sciences Inc                                      | Cassava Sciences, Inc                                                       | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      41279 | NS      | $1219381.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HERO Funding Trust                                        | HERO Funding Trust                                                          | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3242804 | PA      | $3057824.23   | 0.02%             | 2047-09-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                             | CUSIP: 4581X0DM7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    6619000 | PA      | $6511517.30   | 0.04%             | 2023-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12595HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2754484.50   | 0.02%             | 2029-10-10      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                            | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7085867 | PA      | $5448454.59   | 0.03%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings, Inc                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     307210 | NS      | $38819055.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                  | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      29534 | NS      | $569958.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2E5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    5500000 | PA      | $5163373.82   | 0.03%             | 2024-05-27      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       1331 | NS      | $138530.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                                                 | Wendel                                                                      | CUSIP: 739011906<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |      31162 | NS      | $2910808.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vimeo Inc                                                 | Vimeo, Inc                                                                  | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     294462 | NS      | $1010004.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                            | Great Lakes Dredge & Dock Corp                                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      63992 | NS      | $380752.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF CINCINNATI OH RECPTS                              | University of Cincinnati                                                    | CUSIP: 914119ZZ8<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $998820.20    | 0.01%             | 2029-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C                            | City of Los Angeles Department of Airports Customer Facility Charge Revenue | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5850000 | PA      | $4907164.28   | 0.03%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5000907 | PA      | $4586916.66   | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   19616995 | PA      | $18564413.17  | 0.10%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $5446600.43   | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | W.W. Grainger, Inc                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      15681 | NS      | $8722556.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9174000 | PA      | $9169470.15   | 0.05%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services, Inc                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      45920 | NS      | $10807272.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                            | Perrigo Co plc                                                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |      50313 | NS      | $1715170.17   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                 | CUSIP: 501955AE8<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    6855000 | PA      | $6634698.19   | 0.04%             | 2025-07-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GUADALUPE-BLANCO RIVER AUTH TX                            | Guadalupe-Blanco River Authority Industrial Development Corp                | CUSIP: 400524GX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     210000 | PA      | $209315.78    | 0.00%             | 2023-04-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    4430000 | PA      | $3530207.64   | 0.02%             | 2030-05-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| St James's Place PLC                                      | St. James's Place plc                                                       | CUSIP: 076693902<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |      96869 | NS      | $1276090.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology, Inc                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2359 | NS      | $87377.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       2364 | NS      | $111438.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                                    | SEB S.A.                                                                    | CUSIP: 479213001<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |      22299 | NS      | $1870920.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag AG.                                                                | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      39132 | NS      | $2495637.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                | Xenia Hotels & Resorts, Inc                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      63158 | NS      | $832422.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7144261 | PA      | $5457772.43   | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP                                   | Florida Development Finance Corp                                            | CUSIP: 340618DF1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    6500000 | PA      | $6481989.80   | 0.04%             | 2057-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    4203000 | PA      | $4174775.17   | 0.02%             | 2042-07-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        797 | NS      | $50474.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina, Inc                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      67634 | NS      | $13675594.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Co                                              | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        372 | NS      | $38881.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                                | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868GP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1092752.63   | 0.01%             | 2027-09-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4817937 | PA      | $3691579.65   | 0.02%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                       | SVB Financial Group                                                         | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $9319756.86   | 0.05%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                        | Vodafone Group plc                                                          | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   13012801 | NS      | $13178284.09  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                                 | Merit Medical Systems, Inc                                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      43064 | NS      | $3041179.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                             | Metropolitan Transportation Authority                                       | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   11620000 | PA      | $10068049.07  | 0.06%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6034855.40   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING                                 | TerraForm Power Operating LLC                                               | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |   11880300 | PA      | $11811631.87  | 0.07%             | 2029-05-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen Kabushiki Kaisha                                               | CUSIP: 664396009<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     327375 | NS      | $7719713.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Ventas Inc                                                | Ventas, Inc                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      79201 | NS      | $3568005.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                               | Enhabit, Inc                                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      96606 | NS      | $1271334.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS HIGHER EDU                                  | Massachusetts Higher Education Assistance Corp                              | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7725000 | PA      | $6374425.74   | 0.04%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      23683 | NS      | $3270796.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp (Class B)                                                          | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        409 | NS      | $11636.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                              | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     329723 | NS      | $6373545.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive, Inc                                                      | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     234995 | NS      | $4330957.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19250000 | PA      | $19052856.13  | 0.11%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                  | Sumitomo Chemical Co Ltd                                                    | CUSIP: J77153120<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    1346023 | NS      | $4826331.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST ENVRNMNTL FACS COR                            | New York State Environmental Facilities Corp                                | CUSIP: 64985HRV1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    2120000 | PA      | $2013212.00   | 0.01%             | 2027-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                          | JFE Holdings, Inc                                                           | CUSIP: J2817M100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     309800 | NS      | $3594762.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    6540000 | PA      | $6311620.06   | 0.04%             | 2025-06-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                 | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     131695 | NS      | $1230422.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland Trust Group                                                       | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       6604 | NS      | $16264.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1048071 | PA      | $818040.92    | 0.00%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        911 | NS      | $24403.23     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas S.A.                                                         | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     222321 | NS      | $5859043.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners, Inc                                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      63894 | NS      | $4689819.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                            | Lovesac Co                                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18915 | NS      | $416319.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     296395 | NS      | $12226293.75  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB (B Shares)                                                         | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |       8252 | NS      | $67318.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                    | First Republic Bank                                                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      53930 | NS      | $6573527.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8907354 | PA      | $7836708.88   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| KERN CNTY CA WTR AGY IMPT DIST                            | Kern County Water Agency Improvement District No 4                          | CUSIP: 49228YBJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1865062.60   | 0.01%             | 2036-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign, Inc                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        267 | NS      | $54852.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                    | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    2000000 | PA      | $2126540.26   | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        689 | NS      | $32885.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                             | Sempra Energy                                                               | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6380292.00   | 0.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                   | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      50965 | NS      | $24365204.39  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4894999 | PA      | $4711147.72   | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                | PACCAR, Inc                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      74920 | NS      | $7414832.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9750000 | PA      | $9247585.62   | 0.05%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | Credit Suisse Mortgage Capital Certificates                                 | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3368226 | PA      | $2752430.09   | 0.02%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4360669.50   | 0.02%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK plc                                                                     | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    1242756 | NS      | $21478842.81  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C                            | City of Los Angeles Department of Airports Customer Facility Charge Revenue | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1530000 | PA      | $1372619.15   | 0.01%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 9128285D8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31765000 | PA      | $31370418.98  | 0.18%             | 2023-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAER6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   23000000 | PA      | $22681856.64  | 0.13%             | 2023-05-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                     | Lumentum Holdings, Inc                                                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      17609 | NS      | $918661.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1222297 | PA      | $1248227.75   | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | Fujifilm Holdings Corp                                                      | CUSIP: J14208102<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      85100 | NS      | $4255122.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard, Inc                                                             | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $6275140.71   | 0.04%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc                                   | Live Oak Bancshares, Inc                                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25729 | NS      | $777015.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd                                                           | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     517908 | NS      | $6980665.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1243645 | PA      | $956261.76    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VERMONT ST EDUCTNL & HLTH BLDG                            | Vermont Educational & Health Buildings Financing Agency                     | CUSIP: 924166JG7<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2652492.90   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Knowles Corp                                              | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     185192 | NS      | $3040852.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                            | Five Below, Inc                                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       7052 | NS      | $1247287.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc                                                              | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $10779287.18  | 0.06%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                               | Kubota Corp                                                                 | CUSIP: J36662138<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     383900 | NS      | $5244624.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Systems Inc                                       | Mercury Systems, Inc                                                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     117941 | NS      | $5276680.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRSVN OF AFFORD HOUSING                                   | Preservation Of Affordable Housing, Inc                                     | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9770000 | PA      | $8853207.23   | 0.05%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                             | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     484992 | NS      | $5497688.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy, Inc                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     571607 | NS      | $18131846.86  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nkarta Inc                                                | Nkarta, Inc                                                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37791 | NS      | $226368.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                    | Solar Star Funding LLC                                                      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19253611 | PA      | $18714343.34  | 0.11%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     158760 | NS      | $54515008.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1244235 | PA      | $1184052.61   | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      93396 | NS      | $4988280.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                              | Factset Research Systems, Inc                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      10546 | NS      | $4231160.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140HJJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2634899 | PA      | $2652118.71   | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                            | Wendy's                                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      88897 | NS      | $2011739.11   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS plc                                                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33157 | NS      | $6123766.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                   | Methode Electronics, Inc                                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       8736 | NS      | $387616.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                      | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   12500000 | PA      | $10273500.00  | 0.06%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65008000 | PA      | $45205953.42  | 0.26%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings plc                                                           | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    5558476 | NS      | $34448843.91  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6650000 | PA      | $6379033.78   | 0.04%             | 2025-03-20      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2848370.40   | 0.02%             | 2042-01-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group plc                                             | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     166684 | NS      | $14321688.60  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4842198.35   | 0.03%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57190000 | PA      | $56823626.56  | 0.32%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $7297406.61   | 0.04%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                   | Wisconsin Power and Light Co                                                | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   10049000 | PA      | $9196764.71   | 0.05%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                            | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H13V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10260000 | PA      | $8504876.18   | 0.05%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Companies, Inc                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     294994 | NS      | $58774604.56  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6550292 | PA      | $5749274.96   | 0.03%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                              | Collegium Pharmaceutical, Inc                                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      58062 | NS      | $1347038.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Keyence Corp                                              | Keyence Corp                                                                | CUSIP: J32491102<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      56174 | NS      | $21809247.00  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group, Inc                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     136486 | NS      | $12796927.36  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                                | Rapid7, Inc                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      33075 | NS      | $1123888.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    8000000 | PA      | $7349948.88   | 0.04%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American plc                                                          | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     100173 | NS      | $3922761.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PALM BEACH CNTY FL SOL WST AUT                            | Palm Beach County Solid Waste Authority                                     | CUSIP: 696560LF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2415003.50   | 0.01%             | 2024-10-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                                          | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5358950 | PA      | $5366158.83   | 0.03%             | 2033-02-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC, Inc                                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        309 | NS      | $37092.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                   | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5872788.10   | 0.03%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                            | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5500000 | PA      | $4153996.00   | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                            | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4664337 | PA      | $3751631.29   | 0.02%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd                                    | Ramsay Health Care Ltd                                                      | CUSIP: Q7982Y104<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     143876 | NS      | $6317753.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3173052 | PA      | $2323049.38   | 0.01%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                       | Gray Television, Inc                                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     184668 | NS      | $2066434.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                                                   | Independence Group NL                                                       | CUSIP: 643956907<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     190067 | NS      | $1738609.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                            | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     269178 | PA      | $222602.97    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35635000 | PA      | $35511112.78  | 0.20%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                             | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89190GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $9134464.70   | 0.05%             | 2025-11-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread plc                                                               | CUSIP: G9606P197<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     129335 | NS      | $3998850.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                     | Delek US Holdings, Inc                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       2773 | NS      | $74871.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                       | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $6076126.06   | 0.03%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4747496 | PA      | $3650437.79   | 0.02%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust                                                     | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1435824 | PA      | $1104031.94   | 0.01%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   25000000 | PA      | $17103121.75  | 0.10%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4169181 | PA      | $851580.97    | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings, Inc                                                        | CUSIP: 642155907<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    1852800 | NS      | $10176342.89  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                     | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    6707704 | PA      | $5056422.10   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                      | Stanford Health Care                                                        | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   10385000 | PA      | $6826156.56   | 0.04%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22960379 | PA      | $19574834.57  | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co, Inc                                                             | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $10248257.84  | 0.06%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid plc                                                           | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    1254956 | NS      | $15033560.09  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd                                                               | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        154 | NS      | $15413.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Office Trust                                          | SLG Office Trust                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6640000 | PA      | $5313490.02   | 0.03%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      43051 | NS      | $774487.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NONGHYUP BANK                                             | NongHyup Bank                                                               | CUSIP: 65540JAE8<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   10000000 | PA      | $9034881.90   | 0.05%             | 2025-07-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     822161 | PA      | $806835.59    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3736341 | PA      | $2846574.49   | 0.02%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita, Inc                                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        188 | NS      | $14037.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOS ANGELES CA                                            | City of Los Angeles CA                                                      | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    7500000 | PA      | $6543467.25   | 0.04%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust                                                | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830000 | PA      | $701609.54    | 0.00%             | 2049-11-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | Energias de Portugal S.A.                                                   | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     911108 | NS      | $4541695.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     196561 | NS      | $30376536.94  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit S.p.A                                                             | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    3600000 | PA      | $2924813.12   | 0.02%             | 2035-06-30      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG.                                                       | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     127774 | NS      | $2437137.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc                                    | Nurix Therapeutics, Inc                                                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      75327 | NS      | $827090.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                  | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   18650000 | PA      | $12862657.51  | 0.07%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                  | Toto Ltd                                                                    | CUSIP: 689746006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        392 | NS      | $13296.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL WTR & SWR R                            | County of Miami-Dade FL Water & Sewer System Revenue                        | CUSIP: 59334DLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12015000 | PA      | $9650055.11   | 0.05%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP AG.                                                                     | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     300308 | NS      | $31004001.13  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   15000000 | PA      | $12129413.10  | 0.07%             | 2029-12-13      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                              | Six Flags Entertainment Corp                                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      87471 | NS      | $2033700.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group plc                                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     203516 | NS      | $11677504.42  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust                                              | CUSIP: 61756UBG5<br>LEI: 549300XYOVNMTJWOZ135 | Long             | ABS-MBS          | CORP              | US        |     132584 | PA      | $66789.36     | 0.00%             | 2049-12-12      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1836571 | PA      | $1729710.12   | 0.01%             | 2044-12-25      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co, Inc                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        672 | NS      | $54169.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group, Inc                                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       1733 | NS      | $256674.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     159512 | NS      | $11363634.88  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica, Inc                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      33189 | NS      | $10633091.82  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      83918 | PA      | $75535.28     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Newcrest Mining Ltd                                       | Newcrest Mining Ltd                                                         | CUSIP: Q6651B114<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |     605266 | NS      | $8487226.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                      | National Fuel Gas Co                                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $8816069.36   | 0.05%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AID-INDIA                                                 | India Government AID Bond                                                   | CUSIP: 45683MAA8<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    3375000 | PA      | $3329239.02   | 0.02%             | 2027-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Safehold Inc                                              | Safehold, Inc                                                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       2304 | NS      | $65940.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Swiss Re AG                                               | Swiss Re Ltd                                                                | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     121443 | NS      | $11355087.30  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB S.A.                                                                    | CUSIP: 559699905<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      85477 | NS      | $6735027.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY                                        | YMCA of Greater New York                                                    | CUSIP: 98752YAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11065000 | PA      | $9240375.75   | 0.05%             | 2048-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB (B Shares)                                                           | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      30802 | NS      | $470455.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                | Umicore S.A.                                                                | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     229769 | NS      | $8450853.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                   | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $9374209.20   | 0.05%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Clariant AG                                               | Clariant AG.                                                                | CUSIP: 711399907<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |     103486 | NS      | $1643505.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |        730 | NS      | $115361.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5852411 | PA      | $5771476.82   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                            | BBCMS Trust                                                                 | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2526289.43   | 0.01%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                       | Capitaland Investment Ltd                                                   | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |    2080173 | NS      | $5748958.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                  | CUSIP: 45950KCS7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   10205000 | PA      | $10122344.09  | 0.06%             | 2023-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH                              | South Dakota Housing Development Authority                                  | CUSIP: 83756CY90<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |    1600000 | PA      | $1610169.92   | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Keppel Corp Ltd                                           | Keppel Corp Ltd                                                             | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    1220570 | NS      | $6619367.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2328654 | PA      | $1683617.09   | 0.01%             | 2046-04-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group plc                                                           | CUSIP: 005367008<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     188087 | NS      | $10684234.96  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                      | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       1984 | NS      | $96005.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $8990193.10   | 0.05%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaMall Trust                                                            | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |      14677 | NS      | $22385.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                         | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   10000000 | PA      | $8185089.30   | 0.05%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       8112 | NS      | $1087819.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRAX 2 LLC                                              | Thirax 2 LLC                                                                | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3781127 | PA      | $3272812.06   | 0.02%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1985291 | PA      | $1745570.59   | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                        | Century Plaza Towers                                                        | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $753662.70    | 0.00%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management, Inc                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     175562 | NS      | $27542166.56  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29680446 | PA      | $26965327.06  | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                   | CUSIP: 666010004<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     263600 | NS      | $6161274.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                       | Wisetech Global Ltd                                                         | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |     178295 | NS      | $6131999.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                       | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450000 | PA      | $1422985.05   | 0.01%             | 2033-10-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis, Inc                                                                 | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     118617 | NS      | $4746432.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                        | Outset Medical, Inc                                                         | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80723 | NS      | $2084267.86   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                    | CUSIP: J48818124<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     265881 | NS      | $9324241.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    2039643 | NS      | $53907764.49  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                 | Itron, Inc                                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       4037 | NS      | $204474.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP, Inc                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    1473257 | NS      | $39586415.59  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                            | CSAIL Commercial Mortgage Trust                                             | CUSIP: 12595BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6650000 | PA      | $5690836.59   | 0.03%             | 2037-06-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| NGM Biopharmaceuticals Inc                                | NGM Biopharmaceuticals Inc                                                  | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      54572 | NS      | $273951.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    9732000 | PA      | $8416634.56   | 0.05%             | 2034-10-01      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4508426 | PA      | $4204620.71   | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                               | Workday, Inc                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     195632 | NS      | $32735102.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                 | ePlus, Inc                                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      54070 | NS      | $2394219.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | Commercial Mortgage Pass Through Certificates                               | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $4917046.80   | 0.03%             | 2039-01-10      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1773450 | PA      | $1552276.72   | 0.01%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                            | C-BASS Trust                                                                | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233173 | PA      | $220352.92    | 0.00%             | 2036-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                        | Douglas Emmett, Inc                                                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6866 | NS      | $107658.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKLAND CA                                                | City of Oakland CA                                                          | CUSIP: 672240WM6<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    4835000 | PA      | $4065189.19   | 0.02%             | 2029-01-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                               | Nutanix, Inc                                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     142438 | NS      | $3710509.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                         | Staar Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      24596 | NS      | $1193889.84   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings, Inc                                                        | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    2220800 | NS      | $8229118.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co Inc/The                                      | Manitowoc Co, Inc                                                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      36237 | NS      | $331930.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28186534 | PA      | $25613192.70  | 0.14%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies, Inc                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     230829 | NS      | $39487917.03  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Farm Credit Discount Notes                        | Federal Farm Credit Bank (FFCB)                                             | CUSIP: 313312AJ9<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |   10915000 | PA      | $10907221.86  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust                                                  | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     515714 | PA      | $462482.34    | 0.00%             | 2065-05-25      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6750000 | PA      | $6213196.13   | 0.04%             | 2036-07-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      61860 | NS      | $17554630.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14910000 | PA      | $15240193.88  | 0.09%             | 2042-05-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       2459 | NS      | $561463.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK, Inc                                                                  | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3645627.98   | 0.02%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Covivio                                                   | Fonciere Des Regions                                                        | CUSIP: 774563902<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      51892 | NS      | $3080231.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                     | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384AF6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    8535000 | PA      | $8531958.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   15078580 | PA      | $13808558.71  | 0.08%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group, Inc                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        914 | NS      | $69308.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     385240 | NS      | $37688029.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                              | Accolade, Inc                                                               | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |     116482 | NS      | $907394.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                            | WSP Global, Inc                                                             | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      47504 | NS      | $5511376.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications Inc                                | Iridium Communications, Inc                                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     200145 | NS      | $10287453.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO IL                                                | City of Chicago IL                                                          | CUSIP: 167486D22<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    1105000 | PA      | $1123513.72   | 0.01%             | 2042-01-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico-Eagle Mines Ltd                                                      | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     114270 | NS      | $5937989.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                                     | City Developments Ltd                                                       | CUSIP: 619792005<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     177700 | NS      | $1092378.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos, Inc                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       3371 | NS      | $110905.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                     | CUSIP: 679382002<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       1026 | NS      | $14300.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     459255 | PA      | $401505.12    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys, Inc                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     101932 | NS      | $32545868.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9750000 | PA      | $9696679.69   | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                   | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      46820 | PA      | $45662.41     | 0.00%             | 2036-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                    | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   10500000 | PA      | $9792300.00   | 0.06%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Corp                                     | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     428909 | NS      | $4627928.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                   | HCA Healthcare, Inc                                                         | CUSIP: 40412C101<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | EC               | CORP              | US        |     128579 | NS      | $30853816.84  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor                            | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     968221 | PA      | $832188.56    | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Community Trust Bancorp Inc                               | Community Trust Bancorp, Inc                                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        889 | NS      | $40831.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                               | CUSIP: 627102908<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |       1068 | NS      | $3433.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     266453 | NS      | $39712155.12  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     821429 | PA      | $764182.03    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                      | Texas Water Development Board                                               | CUSIP: 882854VN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4170000 | PA      | $3792173.40   | 0.02%             | 2050-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $7543934.68   | 0.04%             | 2042-11-28      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Companies, Inc                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     565913 | NS      | $45046674.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare, Inc                                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        161 | NS      | $53165.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                             | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      98314 | NS      | $53605869.33  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $10798795.85  | 0.06%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                 | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     375868 | NS      | $2812739.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                            | CUSIP: 666176003<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     145500 | NS      | $2344455.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                             | GPT Group                                                                   | CUSIP: 636586000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     688636 | NS      | $1963996.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                       | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    5523000 | PA      | $4674268.27   | 0.03%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A.S.                                                    | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |     229354 | NS      | $6690404.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                             | Bandwidth Inc                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      47068 | NS      | $1080210.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd                                      | Aurizon Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |     620413 | NS      | $1571777.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6875000 | PA      | $6139845.87   | 0.03%             | 2037-06-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Artivion Inc                                              | CryoLife, Inc                                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      54738 | NS      | $663424.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                    | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | AU        |     122223 | NS      | $5828060.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AngioDynamics Inc                                         | Angiodynamics, Inc                                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      70373 | NS      | $969036.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    9367796 | PA      | $1103053.24   | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                  | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    5200000 | PA      | $5176163.20   | 0.03%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                        | ConAgra Brands, Inc                                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       1330 | NS      | $51471.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14508000 | PA      | $10254209.14  | 0.06%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Glacier Bancorp Inc                                       | Glacier Bancorp, Inc                                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       1019 | NS      | $50358.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                    | Liquidity Services, Inc                                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      50425 | NS      | $708975.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery, Inc                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     348143 | NS      | $3300395.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2836689 | PA      | $2181182.89   | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FARO Technologies Inc                                     | FARO Technologies, Inc                                                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      36066 | NS      | $1060701.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                            | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    3175800 | NS      | $6088936.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Inc                                              | Comerica, Inc                                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     128629 | NS      | $8598848.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     285610 | PA      | $280579.31    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                  | Federal Realty Investment Trust                                             | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7750380.26   | 0.04%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo S.p.A.                                                      | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    7848049 | NS      | $17386635.97  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** COLLEGE RETIREMENT EQUITIES FUND

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer