# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0001752724-25-204874
**Filing Date:** 2025-8
**Character Count:** 670172
**Document Hash:** 2ce0d7ca61351e8431be4454a0d6b6d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204874.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204874

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535

**ORGANIZATION NAME:**
- **EIN:** 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:** 251255305

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21454758557.00

**Total Liabilities:** $100149617.00

**Net Assets:** $21354608940.00

**Delayed Delivery Securities:** $5350000.00

**Cash Not Reported:** $22999415.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6657.68000000 | **1-Year:** -180901.96000000 | **5-Year:** -731975.16000000 | **10-Year:** -1490755.17000000 | **30-Year:** -2338629.57000000

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

- **3-Month:** -2624.58000000 | **1-Year:** -22056.26000000 | **5-Year:** -63855.78000000 | **10-Year:** -86081.04000000 | **30-Year:** -66872.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154492 | 1.12%                | 3.07%                | 3.37%                |
| Class ID C000154493 | 1.12%                | 3.07%                | 3.38%                |
| Class ID C000234677 | 1.13%                | 3.08%                | 3.39%                |
| Class ID C000154491 | 1.10%                | 3.07%                | 3.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $58138121.75             | $108768667.39                              |
| Month 2  | $83466030.09             | $476504381.09                              |
| Month 3  | $195900755.43            | $459973532.82                              |

**Designated Index Information**

- **Index Name:** 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2575548 | PA      | $2520114.68   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690355AX0<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   4487774 | PA      | $3874918.31   | 0.02%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                      | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3206 | NS      | $488081.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                             | Pulte Homes, Inc                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $75298.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                  | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9875000 | PA      | $9285259.08   | 0.04%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |   7970000 | PA      | $8425205.75   | 0.04%             | 2043-05-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| VAT Group AG                                                               | VAT Group AG.                                                               | CUSIP: H90508104<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |     14642 | NS      | $6204284.14   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7100000 | PA      | $5724445.86   | 0.03%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                       | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     61043 | NS      | $42636704.21  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                              | Industria de Diseno Textil S.A.                                             | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    407307 | NS      | $21247886.57  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                                               | Consorcio Transmantaro SA                                                   | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |   7525000 | PA      | $7224496.65   | 0.03%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                 | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   4500000 | PA      | $4544990.46   | 0.02%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    155292 | PA      | $151870.23    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates Series 2024-P016                       | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13750000 | PA      | $13844905.25  | 0.06%             | 2033-09-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                            | UPM-Kymmene Oyj                                                             | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |    417593 | NS      | $11403636.99  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10265000 | PA      | $10311517.90  | 0.05%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                              | Sales Tax Securitization Corp                                               | CUSIP: 79467BFT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $983513.50    | 0.00%             | 2041-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                                             | Advantest Corp                                                              | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |    318799 | NS      | $23632886.88  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4880929 | PA      | $4651262.10   | 0.02%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1429655 | PA      | $1292600.26   | 0.01%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                       | Woolworths Ltd                                                              | CUSIP: Q98418108<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    621556 | NS      | $12731838.79  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14533952 | PA      | $14028948.28  | 0.07%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                        | Elevance Health, Inc                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       671 | NS      | $260992.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                | Mediobanca S.p.A.                                                           | CUSIP: T10584117<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |    532061 | NS      | $12381571.74  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4825000 | PA      | $3730690.05   | 0.02%             | 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        |    255868 | NS      | $68454924.72  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                               | GEA Group AG.                                                               | CUSIP: D28304109<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |    181266 | NS      | $12706770.68  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                             | Daifuku Co Ltd                                                              | CUSIP: J08988107<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |    381000 | NS      | $9801580.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8030769 | PA      | $7695092.69   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1162431 | PA      | $121321.87    | 0.00%             | 2043-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   2285000 | PA      | $2395262.22   | 0.01%             | 2042-02-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                  | Tokio Marine Holdings, Inc                                                  | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    613300 | NS      | $25992285.35  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5315767.14   | 0.02%             | 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        |   4242042 | PA      | $3589667.58   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                              | TerraForm Power Operating, LLC, Term Loan B                                 | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |  10972195 | PA      | $10988214.43  | 0.05%             | 2029-05-21      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  14050000 | PA      | $14227975.71  | 0.07%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9545173 | PA      | $8432545.72   | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                        | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  18000000 | PA      | $17428741.38  | 0.08%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                 | Genmab AS                                                                   | CUSIP: K3967W102<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     33918 | NS      | $7043695.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-4                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46648UBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829693 | PA      | $726985.94    | 0.00%             | 2048-11-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9793359.40   | 0.05%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    965613 | PA      | $784935.44    | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149866000 | PA      | $150662163.13 | 0.71%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   9145000 | PA      | $7566647.07   | 0.04%             | 2050-01-29      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                         | Koninklijke KPN NV                                                          | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    908087 | NS      | $4429821.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: BV6928360<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $579900.01    | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10750000 | PA      | $10867661.12  | 0.05%             | 2026-12-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| Nasdaq Inc                                                                 | Nasdaq Stock Market, Inc                                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    188823 | NS      | $16884552.66  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                             | Atlas Copco AB                                                              | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    982989 | NS      | $13990469.88  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  34661198 | PA      | $31617418.76  | 0.15%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37069960 | PA      | $34542493.05  | 0.16%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4574000 | PA      | $4727075.31   | 0.02%             | 2043-07-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Moncler SpA                                                                | Moncler S.p.A                                                               | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |    173836 | NS      | $9915866.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                 | Legrand S.A.                                                                | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |    140501 | NS      | $18831147.62  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2250000 | PA      | $2191659.98   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                       | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4869113.70   | 0.02%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                   | HAT Holdings I LLC                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3625564.92   | 0.02%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159200 | PA      | $149039.35    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                             | ACS Actividades de Construccion y Servicios S.A.                            | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |    191871 | NS      | $13336495.91  | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456808 | PA      | $397899.33    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   6580000 | PA      | $6588799.43   | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1662874 | PA      | $1546829.60   | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1801527 | PA      | $1718986.95   | 0.01%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5496169 | PA      | $5586677.72   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                           | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2125000 | PA      | $2098527.60   | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                             | JB Hunt Transport Services, Inc                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1288 | NS      | $184956.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  57999795 | PA      | $500706.43    | 0.00%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1821700.00   | 0.01%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3840000 | PA      | $4058646.14   | 0.02%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| IHI Corp                                                                   | Ishikawajima-Harima Heavy Industries Co Ltd                                 | CUSIP: J2398N113<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |    134600 | NS      | $14558831.20  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC                                                                        | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1917356.20   | 0.01%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2913538 | PA      | $2708027.32   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                  | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3327 | NS      | $175599.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                                      | East Japan Railway Co                                                       | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |    631400 | NS      | $13582001.05  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                          | Take-Two Interactive Software, Inc                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    299263 | NS      | $72676019.55  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |   9695000 | PA      | $10171790.41  | 0.05%             | 2043-04-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Deere & Co                                                                 | Deere & Co                                                                  | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7812777.98   | 0.04%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4722895 | PA      | $603560.02    | 0.00%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIG Group AG                                                               | SIG Group AG.                                                               | CUSIP: H76406117<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |    133477 | NS      | $2468929.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                 | Zimmer Biomet Holdings, Inc                                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3897 | NS      | $355445.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                            | Bunge Global S.A.                                                           | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      1758 | NS      | $141132.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2327817 | PA      | $2070720.65   | 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        |  10727000 | PA      | $9752013.21   | 0.05%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                                       | Labcorp Holdings, Inc                                                       | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $142542.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5163415.20   | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | 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        |   2130000 | PA      | $1933681.95   | 0.01%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| County of Santa Clara CA                                                   | County of Santa Clara CA                                                    | CUSIP: 801546SY9<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4929141.00   | 0.02%             | 2039-08-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4690000 | PA      | $4690447.43   | 0.02%             | 2038-10-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                        | Omnis Funding Trust                                                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  19725000 | PA      | $20440527.53  | 0.10%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Moody's Corp                                                               | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |    162104 | NS      | $81309745.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust, Inc                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4388474.51   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1865516.44   | 0.01%             | 2054-11-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                               | Comcast Corp (Class A)                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1819361 | NS      | $64932994.09  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564939 | PA      | $1528540.20   | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                            | Turkcell Iletisim Hizmetleri AS.                                            | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   7675000 | PA      | $7796453.65   | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13684291 | PA      | $12761282.43  | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                           | SLG Office Trust                                                            | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  78068000 | PA      | $961321.55    | 0.00%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| Orsted AS                                                                  | Orsted AS                                                                   | CUSIP: K7653Q105<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |    190992 | NS      | $8227671.02   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2972250 | PA      | $2903127.56   | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938DCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2346397 | PA      | $1843394.39   | 0.01%             | 2051-07-25      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   9475000 | PA      | $6225947.65   | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1889557 | PA      | $1684245.08   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                        | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6510124.25   | 0.03%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                             | ServiceNow, Inc                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    100477 | NS      | $103298394.16 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                                                | American Water Works Co, Inc                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       752 | NS      | $104610.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   7666000 | PA      | $7253816.58   | 0.03%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Stora Enso Oyj                                                             | Stora Enso Oyj (R Shares)                                                   | CUSIP: X8T9CM113<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    624898 | NS      | $6793633.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                         | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2079 | NS      | $478336.32    | 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      | $1677273.42   | 0.01%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                           | Wartsila Oyj (B Shares)                                                     | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |    582629 | NS      | $13770065.25  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                        | CUSIP: YU6666710<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $5333141.64   | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                    | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    372739 | NS      | $17254088.31  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29796000 | PA      | $24645714.92  | 0.12%             | 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        |   1500000 | PA      | $1368468.75   | 0.01%             | 2034-04-15      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Neptune Issuer 2024-1 LLC                                           | Sunrun Neptune Issuer LLC                                                   | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2885218 | PA      | $2805090.45   | 0.01%             | 2055-02-01      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP RE                                             | New York Transportation Development Corp                                    | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7420000 | PA      | $7318730.36   | 0.03%             | 2051-06-30      | Fixed         | 6.97%                 | 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      | $2822454.90   | 0.01%             | 2028-07-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                | Northern States Power Co                                                    | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $7833070.29   | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                         | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7000000 | PA      | $7012915.00   | 0.03%             | N/A             | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9739967.00   | 0.05%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4429261 | PA      | $3591650.94   | 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      | $1696222.12   | 0.01%             | 2026-03-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                               | LyondellBasell Industries NV                                                | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      7539 | NS      | $436206.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan International Cooperation Agency                                     | Japan International Cooperation Agency                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   3930000 | PA      | $3962214.09   | 0.02%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |  16777000 | PA      | $17389070.43  | 0.08%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Scout24 SE                                                                 | Scout24 SE                                                                  | CUSIP: D345XT105<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      2189 | NS      | $302188.79    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11400000 | PA      | $11530846.01  | 0.05%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $987028.75    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  10735700 | PA      | $2068699.69   | 0.01%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                    | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $6831149.82   | 0.03%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2119883 | PA      | $1846121.01   | 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        |    223100 | NS      | $6838633.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                                    | Z Holdings Corp                                                             | CUSIP: J9894K105<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |   2563025 | NS      | $9438608.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   3925000 | PA      | $3897231.80   | 0.02%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  39232949 | PA      | $34717543.36  | 0.16%             | 2051-12-20      | Fixed         | 3.00%                 | 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      | $7370981.76   | 0.03%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | 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      | $7104387.50   | 0.03%             | 2036-07-15      | Variable      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  13375000 | PA      | $13432136.66  | 0.06%             | 2030-06-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Tampa Bay Water                                                            | Tampa Bay Water                                                             | CUSIP: 875124JT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1965000 | PA      | $1956791.80   | 0.01%             | 2025-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                      | Burlington Stores, Inc                                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       184 | NS      | $42805.76     | 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      | $2702498.75   | 0.01%             | 2048-03-10      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Sika AG                                                                    | Sika AG.                                                                    | CUSIP: H7631K273<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     60307 | NS      | $16408555.74  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                                       | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |    138135 | NS      | $14237574.45  | 0.07%             |  |  |  | No            |                  1 | 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      | $17574971.75  | 0.08%             | 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        |     99790 | NS      | $82620132.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1592457 | PA      | $1291309.88   | 0.01%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: RPEW0E993<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |  31533000 | PA      | $31533000.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  13800000 | PA      | $15497068.11  | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                              | EUR250711                                                                   | CUSIP: EUR250711<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-784493.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     44752 | PA      | $45124.14     | 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        |   1724695 | NS      | $15868845.58  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                                 | Vivint Solar Financing VII LLC                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165932 | PA      | $3731487.59   | 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        |   2499174 | PA      | $2034343.36   | 0.01%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                 | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  16475000 | PA      | $15350305.79  | 0.07%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2563528 | PA      | $2088295.43   | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3785000 | PA      | $3695566.13   | 0.02%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial, Inc                                                   | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9956363.85   | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7540000 | PA      | $7764088.05   | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10620722 | PA      | $10431454.34  | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   6400000 | PA      | $6412678.46   | 0.03%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                            | Dollar Tree, Inc                                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2001 | NS      | $198179.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                                    | QBE Insurance Group Ltd                                                     | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    994094 | NS      | $15308173.50  | 0.07%             |  |  |  | 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      | $974785.60    | 0.00%             | 2031-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                  | Gjensidige Forsikring ASA                                                   | CUSIP: R2763X101<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |    240696 | NS      | $6101627.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8112842 | PA      | $7182421.15   | 0.03%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SALVATION ARMY                                                             | Salvation Army                                                              | CUSIP: 795830AV0<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1514959.94   | 0.01%             | 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        |    271030 | NS      | $83585652.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                  | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    484813 | NS      | $37917224.73  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5250000 | PA      | $5152995.75   | 0.02%             | 2028-03-31      | Fixed         | 0.00%                 | 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      | $1681952.20   | 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: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |  11830000 | PA      | $12389176.89  | 0.06%             | 2042-08-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8242030.52   | 0.04%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                              | American Municipal Power, Inc                                               | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   9835000 | PA      | $10120257.29  | 0.05%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEEL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $611595.60    | 0.00%             | 2038-05-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                                    | City & County of Honolulu HI                                                | CUSIP: 438687EQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1500339.20   | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137168 | PA      | $133976.33    | 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      | $11199230.60  | 0.05%             | 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        |    220517 | PA      | $197338.63    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CANAL BARGE CO                                                             | Canal Barge Co, Inc                                                         | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |   2877898 | PA      | $2845656.71   | 0.01%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10079518.88  | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665233 | PA      | $676731.43    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners LP                                           | Brookfield Renewable Partners LP                                            | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |    308000 | NS      | $5337640.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2185959 | PA      | $1966527.19   | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                   | Johnson Controls International plc                                          | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1755478.54   | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                               | Iberdrola S.A.                                                              | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |   1766339 | NS      | $33980890.40  | 0.16%             |  |  |  | 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        |   4860395 | PA      | $4112925.38   | 0.02%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $8748265.41   | 0.04%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo, Inc                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9664938.60   | 0.05%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                            | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498769.20   | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                      | Federal Home Loan Bank Discount Notes                                       | CUSIP: 313385LA2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |  10000000 | PA      | $9929666.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                        | Henkel KGaA                                                                 | CUSIP: D3207M102<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |    122910 | NS      | $8914086.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue | San Francisco City & County Public Utilities Commission Wastewater Revenue  | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10045000 | PA      | $10189066.39  | 0.05%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                             | Eaton Corp plc                                                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    267608 | NS      | $95533379.92  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232561 | PA      | $226539.84    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                        | Ford Foundation                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $6775899.84   | 0.03%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| 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      | $4394223.64   | 0.02%             | 2043-11-01      | Fixed         | 3.00%                 | 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        |   4124136 | PA      | $3344536.45   | 0.02%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                               | Cie Generale des Etablissements Michelin S.C.A                              | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    402579 | NS      | $14973608.30  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                             | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2204836.38   | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                  | Danone                                                                      | CUSIP: F12033134<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |    243237 | NS      | $19902461.55  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                                                  | Graco, Inc                                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2855 | NS      | $245444.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2070895 | PA      | $1751176.40   | 0.01%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                  | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     13415 | NS      | $752447.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2984670 | PA      | $2798465.61   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811965 | PA      | $793079.39    | 0.00%             | 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        |    837823 | PA      | $783744.91    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Schroders PLC                                                              | Schroders plc                                                               | CUSIP: G78602144<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    962632 | NS      | $4787282.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                                      | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14641000 | PA      | $12855034.01  | 0.06%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| First Solar Inc                                                            | First Solar, Inc                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |    293561 | NS      | $48596087.94  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1287752 | PA      | $1184096.23   | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING                                                   | Liberty Tire Recycling Holdco, LLC, Term Loan                               | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |  15400000 | PA      | $14950859.00  | 0.07%             | 2028-05-05      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                 | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21737000 | PA      | $21795911.40  | 0.10%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                     | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3432374 | PA      | $3282835.09   | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  11092915 | PA      | $7541699.09   | 0.04%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearinghouse Community Development Financial Institution                  | Clearinghouse Community Development Financial Institution                   | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2250220.50   | 0.01%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6062810 | PA      | $5134512.20   | 0.02%             | 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      | $3891365.68   | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                 | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4675236.68   | 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        |   9000000 | PA      | $8918266.50   | 0.04%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWZ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3143189 | PA      | $2638916.72   | 0.01%             | 2038-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                     | Rockefeller Foundation                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |  15810000 | PA      | $9315573.42   | 0.04%             | 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        |    286305 | NS      | $70788911.25  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd                                                               | MTR Corp                                                                    | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |   1875864 | NS      | $6745405.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                  | Hennes & Mauritz AB (B Shares)                                              | CUSIP: W41422101<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     54291 | NS      | $764641.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   7836898 | PA      | $6644934.00   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                  | Argenx SE                                                                   | CUSIP: N0610Q109<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | BE        |     17598 | NS      | $9741948.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   4925000 | PA      | $4988189.57   | 0.02%             | 2035-02-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                                               | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    429541 | NS      | $84851529.14  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2253991 | PA      | $2081227.27   | 0.01%             | 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      | $1479661.22   | 0.01%             | 2055-02-17      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35830000 | PA      | $26379837.50  | 0.12%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   6760000 | PA      | $5699348.63   | 0.03%             | 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      | $5605358.85   | 0.03%             | 2052-10-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6750000 | PA      | $7007370.08   | 0.03%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  13050000 | PA      | $13083086.71  | 0.06%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                            | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10447781.36  | 0.05%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                          | CIM Trust                                                                   | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1206840 | PA      | $979864.50    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627540 | PA      | $619212.21    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |  12695000 | PA      | $13201784.40  | 0.06%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                  | Kommuninvest I Sverige AB                                                   | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   4175000 | PA      | $4285213.11   | 0.02%             | 2028-09-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP                                      | Brookfield Infrastructure Partners LP                                       | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    490000 | NS      | $8197700.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2121729 | PA      | $1720492.34   | 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      | $2879319.30   | 0.01%             | 2039-07-11      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                   | European Investment Bank                                                    | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   7700000 | PA      | $7866446.28   | 0.04%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  13536419 | PA      | $9851221.22   | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27371 | PA      | $25872.58     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1241357 | PA      | $1169313.52   | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                             | LD Celulose International GmbH                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |   1500000 | PA      | $1578750.00   | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: —       |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3538144.00   | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| D'ieteren Group                                                            | Dieteren S.A.                                                               | CUSIP: B49343187<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |     25675 | NS      | $5529094.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2232229 | PA      | $2235590.09   | 0.01%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     87008 | PA      | $91825.22     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                            | Sony Corp                                                                   | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |   1637200 | NS      | $42567700.24  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                  | Kesko Oyj (B Shares)                                                        | CUSIP: X44874109<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     24505 | NS      | $604395.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                               | Xylem, Inc                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    107357 | NS      | $13887701.52  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                                      | McCormick & Co, Inc                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2818 | NS      | $213660.76    | 0.00%             |  |  |  | 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        |   5820000 | PA      | $4688296.05   | 0.02%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9734792.91   | 0.05%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4688969.33   | 0.02%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                              | Regeneron Pharmaceuticals, Inc                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1172 | NS      | $615300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                               | Citizens Financial Group, Inc                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1366 | NS      | $61128.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                           | Oversea-Chinese Banking Corp                                                | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |   1545767 | NS      | $19821858.35  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14251621 | PA      | $14034407.32  | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                      | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    136748 | NS      | $135372315.12 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondi PLC                                                                  | Mondi plc                                                                   | CUSIP: G6258S115<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |    182201 | NS      | $2977255.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                         | PPG Industries, Inc                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       653 | NS      | $74278.75     | 0.00%             |  |  |  | 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        |  12497439 | PA      | $11806202.73  | 0.06%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                              | Automatic Data Processing, Inc                                              | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8041344.19   | 0.04%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                          | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      5201 | NS      | $157330.25    | 0.00%             |  |  |  | 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      | $6025335.93   | 0.03%             | 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        |    681850 | NS      | $8864050.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group Inc                                                          | Rakuten, Inc                                                                | CUSIP: J64264104<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |    790600 | NS      | $4356346.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                 | Federal National Mortgage Association                                       | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $6798996.81   | 0.03%             | 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        |    515395 | NS      | $6984715.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| KLABIN AUSTRIA GMBH                                                        | Klabin Austria GmbH                                                         | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | BR        |   4000000 | PA      | $4057840.00   | 0.02%             | 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        |      2379 | NS      | $374906.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3992156 | PA      | $3342524.66   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                 | Merck KGaA                                                                  | CUSIP: D5357W103<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |    104336 | NS      | $13528039.45  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4495796 | PA      | $3804397.44   | 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      | $4126900.21   | 0.02%             | 2038-08-05      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                                 | Twilio, Inc                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      4250 | NS      | $528530.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                   | Mitsubishi Estate Co Ltd                                                    | CUSIP: J43916113<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    772372 | NS      | $14479745.19  | 0.07%             |  |  |  | No            |                  2 | 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      | $1082522.91   | 0.01%             | 2033-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                               | DNB Bank ASA                                                                | CUSIP: R1R15X100<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    588871 | NS      | $16284977.51  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                    | ABB Ltd                                                                     | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    504492 | NS      | $30233611.38  | 0.14%             |  |  |  | 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      | $907742.97    | 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      | $1224174.44   | 0.01%             | 2035-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                        | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1098 | NS      | $192666.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2521514 | PA      | $2032954.82   | 0.01%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                   | Pioneer Natural Resources Co                                                | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6832471.56   | 0.03%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                | Swisscom AG.                                                                | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |     13786 | NS      | $9789279.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8184641.97   | 0.04%             | 2053-05-15      | Fixed         | 5.30%                 | 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      | $1516060.76   | 0.01%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                     | AXA S.A.                                                                    | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    579296 | NS      | $28446349.28  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEE80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5775000 | PA      | $5065861.65   | 0.02%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                                                     | Air Canada Pass Through Trust                                               | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2043634 | PA      | $1909819.74   | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                               | Sumitomo Metal Mining Co Ltd                                                | CUSIP: J77712180<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |    301200 | NS      | $7423066.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                | Reckitt Benckiser Group plc                                                 | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    274379 | NS      | $18692603.52  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1428469.35   | 0.01%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH                                                | New Jersey Economic Development Authority                                   | CUSIP: 64578EMR5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    720000 | PA      | $742254.70    | 0.00%             | 2032-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7913643.19   | 0.04%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                   | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |  15678080 | PA      | $12926357.47  | 0.06%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10050000 | PA      | $10232782.37  | 0.05%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                          | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2911802 | PA      | $2362135.81   | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Genuine Parts Co                                                           | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       679 | NS      | $82369.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3473616 | PA      | $3088069.95   | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $3413375.00   | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                   | Universal Music Group NV                                                    | CUSIP: N90313102<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |    499215 | NS      | $16194810.35  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132XEEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646500 | PA      | $5365362.01   | 0.03%             | 2037-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $12846353.76  | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                    | Public Service Co of Colorado                                               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3326533.25   | 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        |  11879000 | PA      | $10276708.81  | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11415412 | PA      | $10318355.70  | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122929 | PA      | $1063395.80   | 0.00%             | 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        |    607518 | NS      | $28450067.94  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    623000 | PA      | $376031.82    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  12450000 | PA      | $8702790.78   | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3375000 | PA      | $3902887.13   | 0.02%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Zero Operating Co LLC                                               | Vistra Zero Operating Company, LLC, Term Loan B                             | CUSIP: 92841DAB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   4676500 | PA      | $4624263.50   | 0.02%             | 2031-04-30      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1853500 | PA      | $1687535.02   | 0.01%             | 2039-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1999288 | PA      | $1656922.82   | 0.01%             | 2052-05-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                 | Allianz AG.                                                                 | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |    104143 | NS      | $42264708.15  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                  | Bunzl plc                                                                   | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |    183980 | NS      | $5862790.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                                       | Sunrun Athena Issuer LLC                                                    | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |   2389196 | PA      | $2268880.22   | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6291841 | PA      | $5621073.69   | 0.03%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                | PPL Electric Utilities Corp                                                 | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2100461.75   | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                           | Bank Hapoalim Ltd                                                           | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    893140 | NS      | $17155487.90  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5390000 | PA      | $5406037.95   | 0.03%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  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      | $692.50       | 0.00%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| Southern California Edison Co                                              | Southern California Edison Co                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8049712.34   | 0.04%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jackson Park Trust 2019-LIC                                                | Jackson Park Trust                                                          | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3168804.80   | 0.01%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257648 | PA      | $224079.66    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575114 | PA      | $552143.80    | 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        |   2733837 | PA      | $2140855.39   | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWX56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7236443 | PA      | $6379453.37   | 0.03%             | 2037-08-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                                    | DCC plc                                                                     | CUSIP: G2689P101<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | GB        |    117139 | NS      | $7602387.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                 | Verizon Communications, Inc                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1701399 | NS      | $73619534.73  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3449804.45   | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                             | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  11736000 | PA      | $9210711.13   | 0.04%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                | NN Group NV                                                                 | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    217511 | NS      | $14472992.52  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAM6<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   7435000 | PA      | $6873836.83   | 0.03%             | 2028-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3269132 | PA      | $3228868.02   | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                             | State of Wisconsin                                                          | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      3000 | PA      | $3036.58      | 0.00%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WWZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2236631 | PA      | $1970027.02   | 0.01%             | 2037-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4470000 | PA      | $4715395.85   | 0.02%             | 2043-10-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4341265 | PA      | $3843283.97   | 0.02%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                                   | Rexel S.A.                                                                  | CUSIP: F7782J366<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |    265961 | NS      | $8202950.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 202078800 | PA      | $147012327.00 | 0.69%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     74055 | PA      | $71856.38     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                  | Legal & General Group plc                                                   | CUSIP: G54404127<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |   4209476 | NS      | $14728682.16  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios XII Issuer LLC                                               | CUSIP: 86745YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2169510 | PA      | $1615248.43   | 0.01%             | 2050-08-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa, Inc                                                                   | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7240348.50   | 0.03%             | 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        |    773783 | PA      | $731488.03    | 0.00%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1852275 | PA      | $1713077.51   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                   | Wilmar International Ltd                                                    | CUSIP: Y9586L109<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |   2246314 | NS      | $5070555.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                                             | California Municipal Finance Authority                                      | CUSIP: 13049SDS0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47105.19     | 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      | $16866770.90  | 0.08%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                | Paychex, Inc                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     86652 | NS      | $12604399.92  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                  | Sampo Oyj                                                                   | CUSIP: X75653232<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |   1457980 | NS      | $15691520.65  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6093346 | PA      | $5156263.62   | 0.02%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10119351.70  | 0.05%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                    | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6955 | PA      | $6833.69      | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3706623 | PA      | $3265102.27   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  11961000 | PA      | $11147411.34  | 0.05%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441595 | PA      | $413567.84    | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2516094 | PA      | $2332826.24   | 0.01%             | 2048-06-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28654714 | PA      | $171234.84    | 0.00%             | 2051-11-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                 | PacifiCorp                                                                  | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  10534000 | PA      | $6236489.95   | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |  13000000 | PA      | $12806191.06  | 0.06%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7790000 | PA      | $5547960.88   | 0.03%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                            | Knorr-Bremse AG.                                                            | CUSIP: D4S43E114<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     86213 | NS      | $8362398.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 199146400 | PA      | $190850036.67 | 0.89%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098350.68   | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  16775000 | PA      | $16822406.15  | 0.08%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  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      | $10754781.96  | 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        |     17331 | NS      | $621489.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118892 | PA      | $110970.72    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 208114000 | PA      | $208439178.13 | 0.98%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                               | Autozone, Inc                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        93 | NS      | $345237.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Trust                                                | CUSIP: 36251PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2898369.00   | 0.01%             | 2049-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                         | Johnson Controls International plc                                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      6519 | NS      | $688536.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10550000 | PA      | $10227126.11  | 0.05%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial, Inc                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4019 | NS      | $431801.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  52044691 | PA      | $470728.62    | 0.00%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                            | Caterpillar, Inc                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    263763 | NS      | $102395434.23 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $871318.37    | 0.00%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                     | Colombia Government International Bond                                      | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4800000 | PA      | $4747680.00   | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6315531.70   | 0.03%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                          | Wolters Kluwer NV                                                           | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     82167 | NS      | $13741459.96  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496244.00   | 0.01%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3019100.97   | 0.01%             | 2027-08-16      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                   | Japan Bank for International Cooperation                                    | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1750000 | PA      | $1800473.05   | 0.01%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7068574.14   | 0.03%             | 2027-08-05      | Fixed         | 4.63%                 | 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      | $9955816.02   | 0.05%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9688037 | PA      | $8591837.13   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5181459.67   | 0.02%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1                                                                | EFMT                                                                        | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3745000 | PA      | $3742812.92   | 0.02%             | 2068-02-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11511556.61  | 0.05%             | 2034-08-12      | Fixed         | 4.62%                 | 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      | $2646857.83   | 0.01%             | 2034-06-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                           | Coca-Cola HBC AG.                                                           | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | GB        |    231288 | NS      | $12083083.78  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10154262 | PA      | $8802756.05   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   6250000 | PA      | $6182135.44   | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                         | Ingersoll Rand, Inc                                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    693015 | NS      | $57644987.70  | 0.27%             |  |  |  | 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      | $300135.54    | 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        |   1024792 | PA      | $821251.65    | 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        |   3505152 | PA      | $3299182.63   | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                 | Mizuho Financial Group, Inc                                                 | CUSIP: J4599L102<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    895421 | NS      | $24856819.76  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3054451 | PA      | $2582160.27   | 0.01%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Welltower Inc                                                              | Welltower, Inc                                                              | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    503833 | NS      | $77454247.09  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $3586402.78   | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                    | Amazon Conservation DAC                                                     | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  10300000 | PA      | $10325750.00  | 0.05%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  14752000 | PA      | $12898759.35  | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384MGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6692172 | PA      | $4783100.19   | 0.02%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D                                                             | WLB Asset II D Pte Ltd                                                      | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |  15750000 | PA      | $15051899.99  | 0.07%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2750548 | PA      | $2801924.64   | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                      | Fast Retailing Co Ltd                                                       | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |     65700 | NS      | $22526157.39  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                           | DSM-Firmenich AG.                                                           | CUSIP: H0245V108<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | NL        |    107720 | NS      | $11459812.91  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  19626000 | PA      | $11676102.85  | 0.05%             | 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      | $1122076.58   | 0.01%             | 2036-11-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H92A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1685000 | PA      | $1622580.52   | 0.01%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                              | Public Service Co of Colorado                                               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $15834670.39  | 0.07%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                               | 3i Group plc                                                                | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    400713 | NS      | $22677225.64  | 0.11%             |  |  |  | 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      | $5442399.43   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                          | Toyota Motor Corp                                                           | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   2025000 | PA      | $2033286.40   | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | 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      | $463583.23    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                          | CNH Industrial NV                                                           | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | US        |     17300 | NS      | $224208.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Lux Sarl                                                           | Ambipar Lux Sarl                                                            | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   1968000 | PA      | $1860000.23   | 0.01%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Eiffage SA                                                                 | Eiffage S.A.                                                                | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     81697 | NS      | $11479516.53  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                        | Meridian Energy Ltd                                                         | CUSIP: Q5997E121<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |    740517 | NS      | $2663153.81   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943431 | PA      | $939250.59    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    215908 | NS      | $168306763.24 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                                     | International Flavors & Fragrances, Inc                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3900 | NS      | $286845.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4706243 | PA      | $4178251.44   | 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      | $5024066.25   | 0.02%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                                               | Sartorius AG.                                                               | CUSIP: D6705R119<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EC               | CORP              | DE        |     31149 | NS      | $7933584.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                       | PNC Financial Services Group, Inc                                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2518 | NS      | $469405.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1249579 | PA      | $1025986.12   | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                                                  | Aptiv plc                                                                   | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114949 | NS      | $7841820.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                                                | Daiwa House Industry Co Ltd                                                 | CUSIP: J11508124<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    382300 | NS      | $13136890.14  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17356154 | PA      | $16495841.25  | 0.08%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                              | McKesson Corp                                                               | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $11351799.23  | 0.05%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9662792.60   | 0.05%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2266834.24   | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: BV6928352<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  15641000 | PA      | $14800018.94  | 0.07%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                    | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1681243.97   | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1712983 | PA      | $1501107.29   | 0.01%             | 2048-10-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5828534 | PA      | $4704852.90   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                                             | Grace Trust                                                                 | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8297000 | PA      | $7297586.52   | 0.03%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                          | J.P. Morgan Mortgage Trust                                                  | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3105276 | PA      | $2452649.46   | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2404370 | PA      | $1933225.68   | 0.01%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                            | Cigna Group                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1659 | NS      | $548432.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                              | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |  19785000 | PA      | $19918186.68  | 0.09%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1811727 | PA      | $1723717.51   | 0.01%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                              | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2562476 | PA      | $2558135.22   | 0.01%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                | Netflix, Inc                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    127299 | NS      | $170469909.87 | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                  | Orkla ASA                                                                   | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    810713 | NS      | $8829868.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                   | Visa, Inc (Class A)                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    475099 | NS      | $168683899.95 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5659065 | PA      | $4569185.42   | 0.02%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Informa PLC                                                                | Informa plc                                                                 | CUSIP: G4770L106<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |   1121207 | NS      | $12413103.12  | 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        |  11773400 | PA      | $11961927.69  | 0.06%             | 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        |   8612000 | PA      | $8524284.20   | 0.04%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $12557292.63  | 0.06%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                     | City of Los Angeles CA                                                      | CUSIP: 544351RZ4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   5445000 | PA      | $5155708.24   | 0.02%             | 2039-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2949915 | PA      | $2551011.31   | 0.01%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8817621 | PA      | $8987171.01   | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                               | DoorDash, Inc                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     89113 | NS      | $21967245.63  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137BKGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3170446 | PA      | $3038679.58   | 0.01%             | 2033-07-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24195410 | PA      | $23831639.11  | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     60180 | PA      | $53249.60     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |   3755000 | PA      | $3966308.12   | 0.02%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  12401571 | PA      | $9510167.30   | 0.04%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27218062 | PA      | $27296772.90  | 0.13%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                                    | Boston Properties, Inc                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       817 | NS      | $55122.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                            | AstraZeneca plc                                                             | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    226050 | NS      | $31459183.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                                               | BT Group plc                                                                | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   5452319 | NS      | $14518002.97  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   6515692 | PA      | $4404997.55   | 0.02%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | United States Department of Housing and Urban Development                   | CUSIP: 911759NK0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4420977.55   | 0.02%             | 2036-08-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                       | Booking Holdings, Inc                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     17637 | NS      | $102104825.88 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28758996 | PA      | $184092.08    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   7079680 | PA      | $6203605.96   | 0.03%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                          | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     51886 | NS      | $3300987.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                   | Marsh & McLennan Cos, Inc                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    337169 | NS      | $73718630.16  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                                                    | Sociedad de Transmision Austral S.A.                                        | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   4376000 | PA      | $4073045.14   | 0.02%             | 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        |   1659432 | PA      | $1539094.27   | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52117615 | PA      | $49950185.62  | 0.23%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                 | Geberit AG.                                                                 | CUSIP: H2942E124<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      9401 | NS      | $7403707.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  18675000 | PA      | $19345418.49  | 0.09%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars, Inc                                                                   | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10807000 | PA      | $10940233.45  | 0.05%             | 2031-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5988641.40   | 0.03%             | 2039-01-17      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                      | CUSIP: 64966WKJ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5176876.65   | 0.02%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                              | Coloplast A.S.                                                              | CUSIP: K16018192<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |     31854 | NS      | $3032593.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1389120 | PA      | $1227196.33   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2620 | PA      | $2626.77      | 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        |   1160262 | NS      | $56934056.34  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust 2019-2                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33852BAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    801586 | PA      | $723220.75    | 0.00%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    453271 | PA      | $478366.67    | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                   | Mowi ASA                                                                    | CUSIP: R4S04H101<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    560099 | NS      | $10817418.36  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22929198 | PA      | $23838620.44  | 0.11%             | 2042-03-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $789230.16    | 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        |  11180000 | PA      | $9831517.26   | 0.05%             | 2032-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3600074 | PA      | $3646330.31   | 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        |     89500 | NS      | $1969834.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                  | Adobe, Inc                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    226207 | NS      | $87514964.16  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                             | Air Products and Chemicals, Inc                                             | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5012400.85   | 0.02%             | 2034-02-08      | Fixed         | 4.85%                 | 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      | $2997150.60   | 0.01%             | 2027-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12344676 | PA      | $10691858.36  | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                                                | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      3164 | NS      | $132888.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                                  | KDDI Corp                                                                   | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |   1170964 | NS      | $20106130.28  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34757634 | PA      | $34181339.17  | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8895000 | PA      | $9137949.14   | 0.04%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19213026 | PA      | $17902130.98  | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  51376641 | PA      | $47873806.25  | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                       | Keurig Dr Pepper, Inc                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2155 | NS      | $71244.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                                  | Bank of Ireland Group plc                                                   | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   8023000 | PA      | $8048730.64   | 0.04%             | 2026-09-16      | Fixed         | 6.25%                 | Yes           |                  2 | 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      | $4109492.47   | 0.02%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                   | Svenska Handelsbanken AB                                                    | CUSIP: W9112U104<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |   1058935 | NS      | $14176261.21  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158477000 | PA      | $154267454.69 | 0.72%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                             | Solventum Corp                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      4292 | NS      | $325505.28    | 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      | $5314442.35   | 0.02%             | 2035-09-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                             | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    691127 | NS      | $63327967.01  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  26974296 | PA      | $24622290.33  | 0.12%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                   | CSX Corp                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    827282 | NS      | $26994211.66  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SALVATION ARMY                                                             | Salvation Army                                                              | CUSIP: 79585TAS2<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17319787.00  | 0.08%             | 2048-09-01      | Fixed         | 4.53%                 | 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      | $3220588.52   | 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        |      3513 | NS      | $252725.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                               | Veralto Corp                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1081 | NS      | $109126.95    | 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        |      1680 | NS      | $136768.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                                                | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5062601.35   | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7932000 | PA      | $6644778.78   | 0.03%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                          | Kinder Morgan, Inc                                                          | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3057924.48   | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11476633.61  | 0.05%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                        | Essilor International S.A.                                                  | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     95512 | NS      | $26226899.20  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                         | AerCap Holdings NV                                                          | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | US        |    125264 | NS      | $14655888.00  | 0.07%             |  |  |  | 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      | $3575182.00   | 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        |    632377 | NS      | $38591563.39  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6955000 | PA      | $7030665.11   | 0.03%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140998 | PA      | $132288.22    | 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      | $1229634.95   | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                   | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10500000 | PA      | $10260627.20  | 0.05%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4787981 | PA      | $3992902.81   | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8498175.34   | 0.04%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                   | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |   7925000 | PA      | $7908393.42   | 0.04%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                             | California Health Facilities Financing Authority                            | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2277278.87   | 0.01%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                        | Bridge Housing Corp                                                         | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3666006.40   | 0.02%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   8125000 | PA      | $7458593.03   | 0.03%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WWZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1817046 | PA      | $1630467.49   | 0.01%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12833040.38  | 0.06%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                             | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4529266 | PA      | $4019237.24   | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                     | Tesla Auto Lease Trust                                                      | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    804293 | PA      | $805076.20    | 0.00%             | 2026-06-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,                                              | Sunrun Jupiter Issuer LLC                                                   | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6512371 | PA      | $6164690.74   | 0.03%             | 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        |   2153639 | PA      | $1742954.29   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6283747 | PA      | $5693271.06   | 0.03%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                   | Ferguson Enterprises, Inc                                                   | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       576 | NS      | $125424.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                             | S&P Global, Inc                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    181738 | NS      | $95828630.02  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182425 | PA      | $165934.07    | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819229 | PA      | $756986.88    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                             | Commonwealth Bank of Australia                                              | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    430790 | NS      | $52430708.60  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC                                                          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9585000 | PA      | $8759314.55   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Equinor ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  13750000 | PA      | $13986383.40  | 0.07%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                      | Central American Bank for Economic Integration                              | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   4450000 | PA      | $4461795.66   | 0.02%             | 2026-02-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FANUC Corp                                                                 | Fanuc Ltd                                                                   | CUSIP: J13440102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |    575755 | NS      | $15630177.41  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa, Inc                                                                   | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $14501546.55  | 0.07%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                   | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5946000 | PA      | $5210202.89   | 0.02%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4375000 | PA      | $4078771.38   | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                                 | Expeditors International Washington, Inc                                    | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       450 | NS      | $51412.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                 | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    136349 | NS      | $69332103.01  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                                | Pentair plc                                                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |       455 | NS      | $46710.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Investment Corp                                             | Inter-American Investment Corp                                              | CUSIP: BN8953919<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   2644000 | PA      | $2585555.86   | 0.01%             | 2026-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                           | Isuzu Motors Ltd                                                            | CUSIP: J24994113<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    680200 | NS      | $8616725.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868JX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $652378.62    | 0.00%             | 2030-09-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                                     | Ethiopian Leasing LLC                                                       | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1628592 | PA      | $1594000.91   | 0.01%             | 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        |  20120000 | PA      | $21572901.42  | 0.10%             | 2042-09-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                                     | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     11713 | NS      | $275489.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                                    | NVR, Inc                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        10 | NS      | $73856.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $10108623.90  | 0.05%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76822 | PA      | $71781.84     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Discount Notes                                                 | Freddie Mac Discount Notes                                                  | CUSIP: 313397JS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   1500000 | PA      | $1495135.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52849 | PA      | $50053.19     | 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      | $6627217.84   | 0.03%             | 2062-03-15      | Variable      | 4.03%                 | 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      | $431363.15    | 0.00%             | 2039-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2409095 | PA      | $2232005.44   | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                             | Manhattan West Mortgage Trust                                               | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1873531.60   | 0.01%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2217286 | PA      | $2114128.92   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                   | eBay, Inc                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    933197 | NS      | $69485848.62  | 0.33%             |  |  |  | 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      | $6553088.03   | 0.03%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| News Corp                                                                  | News Corp (Class A)                                                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   1037198 | NS      | $30825524.56  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                        | Klabin Finance S.A.                                                         | CUSIP: 49835LAB7<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   4000000 | PA      | $3961626.00   | 0.02%             | 2027-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336080 | PA      | $321420.09    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690353UZ8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1776500 | PA      | $1715110.84   | 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        |       736 | NS      | $300884.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1892206.12   | 0.01%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4654822 | PA      | $3767133.21   | 0.02%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Croda International PLC                                                    | Croda International plc                                                     | CUSIP: G25536155<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     66361 | NS      | $2664261.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   6100000 | PA      | $6023035.32   | 0.03%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    202824 | PA      | $196352.46    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30826087 | PA      | $29540804.32  | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1142740 | PA      | $1005827.02   | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413319 | PA      | $1413737.54   | 0.01%             | 2027-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510009 | PA      | $2035533.25   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Dassault Systemes SE                                                       | Dassault Systemes SE                                                        | CUSIP: F24571451<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |    383124 | NS      | $13885043.47  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                        | Cheniere Energy, Inc                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      6504 | NS      | $1583854.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   7517071 | PA      | $7177703.40   | 0.03%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268656 | PA      | $262406.32    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1683767.40   | 0.01%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| Lonza Group AG                                                             | Lonza Group AG.                                                             | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     28799 | NS      | $20595992.58  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1299967 | PA      | $1264905.79   | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  11750000 | PA      | $12184907.80  | 0.06%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                         | Auckland International Airport Ltd                                          | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |   1983051 | NS      | $9361911.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3209701.80   | 0.02%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                   | Renesas Electronics Corp                                                    | CUSIP: J4881V107<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |   1187808 | NS      | $14694877.33  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |   2326736 | PA      | $2055181.41   | 0.01%             | 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      | $6164664.15   | 0.03%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION                                             | Metropolitan Water Reclamation District of Greater Chicago                  | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |  11675000 | PA      | $12079946.21  | 0.06%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3985285 | PA      | $3313819.94   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | 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        |  12350348 | PA      | $11692248.63  | 0.05%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                     | Eurofins Scientific SE                                                      | CUSIP: L31839134<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | FR        |    159435 | NS      | $11362186.55  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     58931 | PA      | $57234.79     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759540 | PA      | $719553.61    | 0.00%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  89617496 | NS      | $89617495.79  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46322044 | PA      | $44355582.59  | 0.21%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                    | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6458619.54   | 0.03%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1166518 | PA      | $1168548.90   | 0.01%             | 2048-10-26      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10013000 | PA      | $10067770.11  | 0.05%             | 2028-06-20      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7826 | PA      | $7432.08      | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Trimble Inc                                                                | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    674330 | NS      | $51235593.40  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                                                | Hankyu Hanshin Holdings, Inc                                                | CUSIP: J18439109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    181700 | NS      | $4939270.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                             | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1421959 | NS      | $707296626.19 | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37207306 | PA      | $33616735.82  | 0.16%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  16684000 | PA      | $17034311.61  | 0.08%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     71027 | PA      | $68274.07     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                      | Schneider Electric S.A.                                                     | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |    154057 | NS      | $41361984.02  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2599138 | PA      | $2230223.89   | 0.01%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6275221.57   | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Randstad NV                                                                | Randstad Holdings NV                                                        | CUSIP: N7291Y137<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |     45233 | NS      | $2090712.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2918910 | PA      | $544150.46    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                                                      | University of New Mexico                                                    | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |  18000000 | PA      | $17551456.20  | 0.08%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                                        | Williams-Sonoma, Inc                                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1624 | NS      | $265312.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                                            | J Sainsbury plc                                                             | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |   1961637 | NS      | $7807038.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2322037 | PA      | $2295979.86   | 0.01%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAVACA-NAVIDAD RIVER TX AUTH                                               | Lavaca-Navidad River Authority                                              | CUSIP: 519385DJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6430000 | PA      | $6333247.15   | 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        |       957 | NS      | $317886.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                  | Nestle S.A.                                                                 | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    618423 | NS      | $61487536.66  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                 | Zoetis, Inc                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    397382 | NS      | $61971722.90  | 0.29%             |  |  |  | No            |                  1 | 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      | $2174993.80   | 0.01%             | 2039-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2656279 | PA      | $2249035.63   | 0.01%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Asics Corp                                                                 | Asics Corp                                                                  | CUSIP: J03234150<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    483300 | NS      | $12324326.20  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                        | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |   1130900 | NS      | $28477140.76  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                             | Kingfisher plc                                                              | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1505698 | NS      | $6013144.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                    | Pfizer Investment Enterprises Pte Ltd                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  15000000 | PA      | $14160139.20  | 0.07%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325270 | PA      | $329313.33    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907603 | PA      | $932284.37    | 0.00%             | 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      | $7066474.40   | 0.03%             | 2062-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    371373 | PA      | $363189.83    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $3859863.68   | 0.02%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                              | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10851359.99  | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                        | Quanta Services, Inc                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |    207135 | NS      | $78313600.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                             | United States Treasury Note                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42969000 | PA      | $43385262.19  | 0.20%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53752517 | PA      | $51515127.93  | 0.24%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                         | Hong Kong Exchanges and Clearing Ltd                                        | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |    451846 | NS      | $24303229.86  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                                    | CSL Ltd                                                                     | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |    146823 | NS      | $23192243.45  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                  | Adidas-Salomon AG.                                                          | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     67096 | NS      | $15662216.46  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                      | Daiichi Sankyo Co Ltd                                                       | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    679747 | NS      | $15748436.39  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9852210 | PA      | $8922887.43   | 0.04%             | 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        |   1148740 | NS      | $81273355.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Gallatin MT                                                      | County of Gallatin MT                                                       | CUSIP: 363671BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030524.50   | 0.00%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                | Seattle Children's Hospital                                                 | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $1935836.61   | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                   | Hermes International                                                        | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      9585 | NS      | $25983644.81  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                   | Alcon, Inc                                                                  | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |    201255 | NS      | $17847880.58  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                  | Aegon NV                                                                    | CUSIP: G0112X105<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |   1572203 | NS      | $11393301.03  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418755 | PA      | $424889.45    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                     | Trane Technologies plc                                                      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     75898 | NS      | $33198544.18  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                                              | DR Horton, Inc                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2369 | NS      | $305411.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                             | Atlas Copco AB                                                              | CUSIP: W1R924252<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |   1170785 | NS      | $18926911.50  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    984211 | PA      | $874713.98    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                                 | Daiwa Securities Group, Inc                                                 | CUSIP: J11718111<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |   1586100 | NS      | $11264516.12  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                            | Tampa Bay Water                                                             | CUSIP: 875124JS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $313608.05    | 0.00%             | 2025-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     67168 | PA      | $67110.92     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                  | Gecina S.A.                                                                 | CUSIP: F4268U171<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |     53066 | NS      | $5841736.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ6                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17611554 | PA      | $14985747.05  | 0.07%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                              | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8661064.20   | 0.04%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $927004.60    | 0.00%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6493255 | PA      | $4746789.19   | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   5704000 | PA      | $5828861.64   | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                    | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    405000 | PA      | $40.50        | 0.00%             | 2025-12-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                     | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6877844.15   | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                     | JP Morgan Mortgage Trust Series                                             | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  19637037 | PA      | $16617100.27  | 0.08%             | 2054-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3826468.75   | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                         | Siemens Funding BV                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   6200000 | PA      | $6313670.24   | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    355099 | PA      | $327519.01    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1192294 | PA      | $989169.81    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  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      | $4325885.71   | 0.02%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp                                                              | Uni-Charm Corp                                                              | CUSIP: J94104114<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      6300 | NS      | $45490.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    785294 | PA      | $745135.11    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: YV1295778<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  25000000 | PA      | $25000000.00  | 0.12%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2397736.62   | 0.01%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                        | Inversiones CMPC S.A.                                                       | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   2150000 | PA      | $2211115.90   | 0.01%             | 2033-06-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  62049909 | PA      | $57719931.92  | 0.27%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                          | Admiral Group plc                                                           | CUSIP: G0110T106<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     14679 | NS      | $659183.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                     | OPEC Fund for International Development                                     | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   4970000 | PA      | $4970370.12   | 0.02%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                                        | Yamaha Motor Co Ltd                                                         | CUSIP: J95776126<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |   1100169 | NS      | $8232646.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Brookfield Property Partners LP                                            | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    390000 | NS      | $5904600.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                                               | Ricoh Co Ltd                                                                | CUSIP: J64683105<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |    652055 | NS      | $6153704.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                        | Arista Networks, Inc                                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     13515 | NS      | $1382719.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   9623000 | PA      | $9661731.42   | 0.05%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4142080 | PA      | $744428.33    | 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        |      3907 | NS      | $18947096.99  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549374 | PA      | $557195.38    | 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        |   1468617 | PA      | $1321028.88   | 0.01%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8933300.21   | 0.04%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                               | Prologis, Inc                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    642185 | NS      | $67506487.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                      | Swiss Life Holding                                                          | CUSIP: H8404J162<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |     15495 | NS      | $15686570.82  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   3603273 | NS      | $73686932.85  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11180072.59  | 0.05%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                                   | Community Preservation Corp                                                 | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |  11645000 | PA      | $10707490.98  | 0.05%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                                 | Tokyu Corp                                                                  | CUSIP: J88720149<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     30400 | NS      | $361642.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                | GoDaddy, Inc                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      4126 | NS      | $742927.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                        | PayPal Holdings, Inc                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    927723 | NS      | $68948373.36  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3308432.07   | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16295271 | PA      | $105696.02    | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2168651 | PA      | $1965600.28   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                             | Mastercard, Inc (Class A)                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    253047 | NS      | $142197231.18 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3820424.58   | 0.02%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo, Inc                                                                | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  16674000 | PA      | $10951536.56  | 0.05%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                   | Ameriprise Financial, Inc                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    135711 | NS      | $72433032.03  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  34584242 | PA      | $33357813.30  | 0.16%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                 | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   7765000 | PA      | $7767318.55   | 0.04%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                                      | West Japan Railway Co                                                       | CUSIP: J95094108<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |    265900 | NS      | $6078756.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                | Alnylam Pharmaceuticals, Inc                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       244 | NS      | $79565.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                                        | Astellas Pharma, Inc                                                        | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    870426 | NS      | $8522298.04   | 0.04%             |  |  |  | No            |                  2 | 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      | $1003915.65   | 0.00%             | 2036-07-15      | Variable      | 8.64%                 | Yes           |                  2 | On Loan: No      |
| MCR 2024-TWA Mortgage Trust                                                | MCR Mortgage Trust                                                          | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1873613.59   | 0.01%             | 2039-06-12      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                  | Prosus NV                                                                   | CUSIP: N7163R103<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |    464314 | NS      | $26051026.74  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18068696 | PA      | $18094907.11  | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5720000 | PA      | $6052191.29   | 0.03%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                                                       | Enterprise Community Loan Fund, Inc                                         | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5788827.14   | 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      | $1191729.75   | 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        |   4010407 | PA      | $3563300.97   | 0.02%             | 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        |   1000000 | PA      | $41989.50     | 0.00%             | 2035-10-15      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7600180 | PA      | $7281725.32   | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                        | Societe Generale                                                            | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    334087 | NS      | $19111179.99  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                              | Fortescue Metals Group Ltd                                                  | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |   1410567 | NS      | $14179345.04  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas S.A.                                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2643672.50   | 0.01%             | N/A             | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| 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      | $3388879.84   | 0.02%             | 2036-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $3341322.01   | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   6134000 | PA      | $4256179.07   | 0.02%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    797000 | PA      | $779521.34    | 0.00%             | 2027-02-24      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| ANSYS Inc                                                                  | Ansys, Inc                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     18573 | NS      | $6523209.06   | 0.03%             |  |  |  | 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      | $2957950.15   | 0.01%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                     | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      3095 | NS      | $94861.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                               | CaixaBank S.A.                                                              | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5350000 | PA      | $5404874.95   | 0.03%             | 2036-07-03      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                     | Darden Restaurants, Inc                                                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1439 | NS      | $313658.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13722426.14  | 0.06%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20497727 | PA      | $17767404.45  | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                        | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1125 | NS      | $145035.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2945097.09   | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 36179ASR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   6480804 | PA      | $6037240.58   | 0.03%             | 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      | $3143415.74   | 0.01%             | 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      | $10578757.70  | 0.05%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   6445000 | PA      | $6314376.41   | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                      | Central American Bank for Economic Integration                              | CUSIP: 15238RAH5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2005301.42   | 0.01%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                    | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  15315779 | PA      | $12600499.74  | 0.06%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  16362000 | PA      | $16363014.93  | 0.08%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                        | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    545139 | NS      | $36382576.86  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104155 | PA      | $1074202.62   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8203697 | PA      | $8060616.03   | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3050000 | PA      | $2940932.52   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                       | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3353374 | PA      | $3133449.65   | 0.01%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                            | Kuehne & Nagel International AG.                                            | CUSIP: H4673L145<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |     36991 | NS      | $8010131.38   | 0.04%             |  |  |  | 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      | $6566502.85   | 0.03%             | 2032-02-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3519672 | PA      | $3372426.29   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte Ltd                                                       | WLB Asset VI Pte Ltd                                                        | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | CORP              | MU        |   9750000 | PA      | $10124985.00  | 0.05%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4868000 | PA      | $4499782.09   | 0.02%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    195875 | PA      | $191558.94    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108579000 | PA      | $111530991.56 | 0.52%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG                                                                | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    995283 | NS      | $33791588.25  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-13                                           | JP Morgan Mortgage Trust                                                    | CUSIP: 46592XCG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3419416 | PA      | $2745160.41   | 0.01%             | 2052-04-25      | Variable      | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   1100403 | NS      | $47779498.26  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                      | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2081794 | PA      | $1950392.42   | 0.01%             | 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        |   1380000 | NS      | $14765060.05  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4551362 | PA      | $3980504.52   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   4300000 | PA      | $4331976.74   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                     | Standard Chartered plc                                                      | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |   1128450 | NS      | $18674188.71  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  13315000 | PA      | $13257225.28  | 0.06%             | 2054-04-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690353TW7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   2935900 | PA      | $2842208.74   | 0.01%             | 2030-05-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25543799 | PA      | $194329.56    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Toray Industries Inc                                                       | Toray Industries, Inc                                                       | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |   1637600 | NS      | $11209782.41  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                              | REA Group Ltd                                                               | CUSIP: Q8051B108<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |     59055 | NS      | $9351878.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Compass Group PLC                                                          | Compass Group plc                                                           | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    606607 | NS      | $20546974.24  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                              | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3100225.24   | 0.01%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  10250000 | PA      | $10494120.77  | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                            | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95293 | PA      | $87297.11     | 0.00%             | 2035-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                               | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1880 | NS      | $98004.40     | 0.00%             |  |  |  | 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      | $572855.89    | 0.00%             | 2049-01-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9792851 | PA      | $9596268.35   | 0.04%             | 2027-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                    | Recruit Holdings Co Ltd                                                     | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    460300 | NS      | $27068676.82  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3320735 | PA      | $2690808.11   | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                | Equinix, Inc                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     86919 | NS      | $69141456.93  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                                                | Pearson plc                                                                 | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |    669423 | NS      | $9861262.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                              | Nomura Research Institute Ltd                                               | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |    224100 | NS      | $8963420.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3230350 | PA      | $3062268.44   | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                            | Flagstar Mortgage Trust                                                     | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2128221 | PA      | $1706060.79   | 0.01%             | 2051-11-25      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                              | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2012626.00   | 0.01%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920349.90    | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                      | Switch ABS Issuer LLC                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8137987.28   | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436197 | PA      | $423911.78    | 0.00%             | 2048-05-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                              | Obayashi Corp                                                               | CUSIP: J59826107<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    160100 | NS      | $2425806.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                     | 200 Park Funding Trust                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7744609.90   | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                                                 | Federal National Mortgage Association                                       | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  18880000 | PA      | $16311821.38  | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13199212 | PA      | $96652.55     | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2554337 | PA      | $2341497.64   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                 | Siemens AG.                                                                 | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    195582 | NS      | $50236867.78  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                               | Insulet Corp                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     41453 | NS      | $13023703.54  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3172699 | PA      | $3036291.09   | 0.01%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4314963.29   | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd                                              | Concordia Financial Group Ltd                                               | CUSIP: J08613101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1224300 | NS      | $7945422.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    971897 | PA      | $862997.23    | 0.00%             | 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      | $16512155.04  | 0.08%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4674565.58   | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4612260 | PA      | $3740042.62   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                    | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5985724.80   | 0.03%             | 2039-01-17      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Redeia Corp SA                                                             | Redeia Corp S.A.                                                            | CUSIP: E42807110<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    172805 | NS      | $3697636.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Barratt Redrow PLC                                                         | Barratt Developments plc                                                    | CUSIP: G08288105<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |    519680 | NS      | $3254230.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                          | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4840 | NS      | $255406.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Nations Development Corp                                            | United Nations Development Corp                                             | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1830000 | PA      | $1913796.62   | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| KDC Agribusiness Fairless Hills LLC                                        | KDC Agribusiness Fairless Hills LLC                                         | CUSIP: 48244KAA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450366 | PA      | $45.04        | 0.00%             | 2025-09-17      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| American Tower Corp                                                        | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2351 | NS      | $519618.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8746732 | PA      | $7401591.08   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5834553 | PA      | $81076.95     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                  | Colbun S.A.                                                                 | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   5300000 | PA      | $4708309.59   | 0.02%             | 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        |    512279 | NS      | $93782916.53  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  15127484 | PA      | $2489797.82   | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3889469 | PA      | $3886683.02   | 0.02%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1981197.43   | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                | Nvidia Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   4660997 | NS      | $736390916.03 | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                                                          | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $442618.27    | 0.00%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Columbus Metropolitan Housing Authority                                    | Columbus Metropolitan Housing Authority                                     | CUSIP: 19951AAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3995194.80   | 0.02%             | 2030-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                     | BP Capital Markets plc                                                      | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   6925000 | PA      | $7079143.58   | 0.03%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  13540482 | PA      | $14144853.29  | 0.07%             | 2043-06-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1664597 | PA      | $1564750.24   | 0.01%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  19944802 | PA      | $18196448.17  | 0.09%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                  | ONEOK, Inc                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    753808 | NS      | $61533347.04  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                                | MongoDB, Inc                                                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2370 | NS      | $497676.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                               | Autodesk, Inc                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |    253339 | NS      | $78426154.23  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                             | Salesforce, Inc                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    392945 | NS      | $107152172.05 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6038616 | PA      | $5230109.56   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                      | Auto Trader Group plc                                                       | CUSIP: G06708104<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     25664 | NS      | $290690.55    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301582 | PA      | $261476.42    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                              | Koninklijke Ahold Delhaize NV                                               | CUSIP: N0074E105<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    424161 | NS      | $17715694.73  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WLB ASSET II C PTE LTD                                                     | WLB Asset II C Pte Ltd                                                      | CUSIP: BS8095082<br>LEI: 549300QP5TA3PCYZ7Y92 | Long             | DBT              | CORP              | SG        |   5308211 | PA      | $5183541.92   | 0.02%             | 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      | $10826122.93  | 0.05%             | 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        |      7380 | NS      | $740583.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                | Nutrien Ltd                                                                 | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  11125000 | PA      | $11309487.99  | 0.05%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9285809.20   | 0.04%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                 | Carvana Co                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      1212 | NS      | $408395.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9385875 | PA      | $7610926.85   | 0.04%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     83629 | PA      | $87475.74     | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                                             | District of Columbia Water & Sewer Authority                                | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8539495.00   | 0.04%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CIF Capital Markets Mechanism PLC                                          | CIF Capital Markets Mechanism plc                                           | CUSIP: YS5628724<br>LEI: 21380087AGD9RSA4SK17 | Long             | DBT              | CORP              | GB        |   7050000 | PA      | $7184175.95   | 0.03%             | 2028-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                    | Raizen Fuels Finance S.A.                                                   | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2975000 | PA      | $2977924.43   | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| AIB Group PLC                                                              | AIB Group plc                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4950000 | PA      | $5036829.19   | 0.02%             | 2031-05-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  23780000 | PA      | $22163411.82  | 0.10%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                                                 | Zalando SE                                                                  | CUSIP: D98423102<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |    100912 | NS      | $3329827.36   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1841992.20   | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8021816 | PA      | $7686512.75   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6412591 | PA      | $5753245.36   | 0.03%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  22563138 | PA      | $19971987.58  | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                          | Johnson & Johnson                                                           | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13701130.04  | 0.06%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                            | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   9885000 | PA      | $9800614.03   | 0.05%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 241260000 | PA      | $243295631.25 | 1.14%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                          | LEG Immobilien SE                                                           | CUSIP: D4960A103<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     68840 | NS      | $6127554.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   7511000 | PA      | $7366234.64   | 0.03%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                | United States Treasury Bill                                                 | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4991925.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                 | Intuit, Inc                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    134175 | NS      | $105680255.25 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                      | Spotify Technology S.A.                                                     | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |     47562 | NS      | $36496225.08  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3623353 | PA      | $2932404.28   | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475801 | PA      | $450906.72    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5432518.47   | 0.03%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516513 | PA      | $523133.32    | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | 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        |    306915 | PA      | $263446.55    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  10523747 | PA      | $9836582.84   | 0.05%             | 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        |   9548000 | PA      | $8563488.06   | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9698878 | PA      | $9550048.15   | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  72405542 | PA      | $67465005.22  | 0.32%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                           | CUSIP: 79773KRM8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   4910000 | PA      | $4705556.44   | 0.02%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    895065 | PA      | $833278.62    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4727649.69   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                      | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   8750000 | PA      | $7645165.33   | 0.04%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22990412 | PA      | $298983.41    | 0.00%             | 2051-03-27      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386661 | PA      | $341219.99    | 0.00%             | 2050-05-25      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1702143 | PA      | $1425884.42   | 0.01%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4585535 | PA      | $4600137.98   | 0.02%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  24236454 | PA      | $21462028.50  | 0.10%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                  | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4970583 | PA      | $4398370.65   | 0.02%             | 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        |  11603572 | PA      | $10259020.87  | 0.05%             | 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        |   7271856 | PA      | $5959999.86   | 0.03%             | 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        |  10555000 | PA      | $10880916.23  | 0.05%             | 2042-03-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                                   | Svenska Cellulosa AB (B Shares)                                             | CUSIP: W90152120<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     62840 | NS      | $817093.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3283848 | PA      | $3127002.27   | 0.01%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                 | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316000 | PA      | $1233505.75   | 0.01%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227120 | PA      | $212550.47    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1824159 | PA      | $1462571.53   | 0.01%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| General Mills Inc                                                          | General Mills, Inc                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5927 | NS      | $307077.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                   | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10625000 | PA      | $10636634.38  | 0.05%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1623994 | PA      | $1291840.61   | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HubSpot Inc                                                                | HubSpot, Inc                                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       724 | NS      | $403000.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    569657 | PA      | $540833.31    | 0.00%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                           | Ajinomoto Co, Inc                                                           | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |    605426 | NS      | $16421058.85  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3226934 | PA      | $3058739.58   | 0.01%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                              | Agate Bay Mortgage Trust                                                    | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |     61723 | PA      | $57259.25     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 249976000 | PA      | $250561881.25 | 1.17%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THIRAX 1 LLC                                                               | Thirax  LLC                                                                 | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18768660 | PA      | $16475023.84  | 0.08%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $12597234.17  | 0.06%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                        | Gilead Sciences, Inc                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    472714 | NS      | $52409801.18  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                                | Bouygues S.A.                                                               | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |    225822 | NS      | $10212734.59  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 36187SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   6377167 | PA      | $5906124.91   | 0.03%             | 2040-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3841344 | PA      | $3581127.55   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  16043549 | PA      | $10637397.52  | 0.05%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France S.A.                                                  | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  20250000 | PA      | $20168312.51  | 0.09%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                  | Aviva plc                                                                   | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |   1841472 | NS      | $15655686.79  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                 | DOLP Trust                                                                  | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 102725000 | PA      | $3069818.49   | 0.01%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                     | Diamondback Energy, Inc                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6166223.80   | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4062065 | PA      | $3593768.56   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3822040 | PA      | $3886097.25   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                      | Texas Instruments, Inc                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    493684 | NS      | $102498672.08 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                                | Bayerische Motoren Werke AG.                                                | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |    195558 | NS      | $17416269.03  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                  | Occidental Petroleum Corp                                                   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1855323.63   | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11279060.86  | 0.05%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2889372 | PA      | $2446968.96   | 0.01%             | 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      | $1564482.04   | 0.01%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                               | KBC Groep NV                                                                | CUSIP: B5337G162<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |    155913 | NS      | $16091716.69  | 0.08%             |  |  |  | No            |                  2 | 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      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7281669.20   | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30069569 | PA      | $29566220.04  | 0.14%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                   | Mitsubishi Electric Corp                                                    | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    907800 | NS      | $19525839.71  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2552321 | PA      | $2069655.49   | 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      | $5995046.79   | 0.03%             | 2029-09-14      | Fixed         | 1.75%                 | 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      | $4310370.25   | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                  | Metso Outotec Oyj                                                           | CUSIP: X5404W104<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |    739265 | NS      | $9580748.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| United Rentals Inc                                                         | United Rentals, Inc                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       716 | NS      | $539434.40    | 0.00%             |  |  |  | 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      | $5645988.31   | 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        |    241870 | NS      | $24808605.90  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   7000000 | PA      | $7075816.44   | 0.03%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                     | EQT AB                                                                      | CUSIP: W3R27C102<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |    426928 | NS      | $14321722.25  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8500732 | PA      | $1550645.71   | 0.01%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                            | Yum! Brands, Inc                                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3316 | NS      | $491364.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                         | Home Depot, Inc                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    346345 | NS      | $126983930.80 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Julius Issuer 2023-2 LLC                                            | Sunrun Julius Issuer LLC                                                    | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4914715 | PA      | $4918378.99   | 0.02%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3934094.22   | 0.02%             | 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      | $10617596.00  | 0.05%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H9U98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2864229 | PA      | $2817773.02   | 0.01%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7927668 | PA      | $7827178.86   | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                     | IDEXX Laboratories, Inc                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     89753 | NS      | $48138124.02  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   6550000 | PA      | $6271010.61   | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |   7881000 | PA      | $8324112.38   | 0.04%             | 2042-07-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| Liberty Street Trust                                                       | 225 Liberty Street Trust                                                    | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3820102.80   | 0.02%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5512008 | PA      | $5540413.66   | 0.03%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4050000 | PA      | $4420469.70   | 0.02%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5798895 | PA      | $3879893.77   | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                                 | Oriental Land Co Ltd                                                        | CUSIP: J6174U100<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |    559800 | NS      | $12893186.73  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                           | Asahi Kasei Corp                                                            | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    490900 | NS      | $3494599.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                    | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1598207 | PA      | $1505637.06   | 0.01%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eisai Co Ltd                                                               | Eisai Co Ltd                                                                | CUSIP: J12852117<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |    121400 | NS      | $3486658.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12408093 | PA      | $12182389.79  | 0.06%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                         | Sompo Holdings, Inc                                                         | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |    517200 | NS      | $15585712.04  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                | Hologic, Inc                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      4376 | NS      | $285140.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4391386.65   | 0.02%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5549246 | PA      | $5280954.00   | 0.02%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  11618141 | PA      | $1622280.56   | 0.01%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                  | Epiroc AB                                                                   | CUSIP: W25918124<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |    141727 | NS      | $3083957.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                    | Centersquare Issuer LLC                                                     | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6270000 | PA      | $6063441.12   | 0.03%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38378USA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6411204 | PA      | $5727329.51   | 0.03%             | 2043-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2854557 | PA      | $2315627.40   | 0.01%             | 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      | $885209.70    | 0.00%             | 2032-07-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    878377 | PA      | $99251.99     | 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        |   2996512 | PA      | $2995016.27   | 0.01%             | 2038-11-15      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                                                | TeliaSonera AB                                                              | CUSIP: W95890104<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |   2085289 | NS      | $7500413.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                  | Orange S. A.                                                                | CUSIP: F6866T100<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |   1043657 | NS      | $15893003.66  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                  | Amgen, Inc                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    297268 | NS      | $83000198.28  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                                  | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     21474 | NS      | $6259241.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                            | Antofagasta plc                                                             | CUSIP: G0398N128<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    480404 | NS      | $11944216.71  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3631433 | PA      | $3611786.54   | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2600258 | PA      | $2086221.84   | 0.01%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                 | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2275296.18   | 0.01%             | 2027-11-19      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                          | Computershare Ltd                                                           | CUSIP: Q2721E105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    490092 | NS      | $12857111.93  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   4950000 | PA      | $5130001.50   | 0.02%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  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        |    545135 | NS      | $49667249.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                          | Conservation Fund                                                           | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10384000 | PA      | $9803797.32   | 0.05%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  63988402 | PA      | $63019745.90  | 0.30%             | 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        |    130680 | NS      | $40706820.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                                  | Segro plc                                                                   | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    491848 | NS      | $4604257.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147812 | PA      | $132795.95    | 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        |    465722 | PA      | $426218.57    | 0.00%             | 2047-10-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900537 | PA      | $1549886.84   | 0.01%             | 2051-09-20      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                                  | Serbia International Bond                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5100000 | PA      | $5141340.80   | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SANDALWOOD 2013 LLC                                                        | Sandalwood LLC                                                              | CUSIP: 79977TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333101 | PA      | $331492.40    | 0.00%             | 2026-02-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ASX Ltd                                                                    | Australian Stock Exchange Ltd                                               | CUSIP: Q0604U105<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |     58468 | NS      | $2684584.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1278678.20   | 0.01%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                             | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1683637.33   | 0.01%             | 2033-10-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $1869711.91   | 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        |    115800 | NS      | $13593027.12  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                   | RELX plc                                                                    | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    556617 | NS      | $30167342.84  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4469463 | PA      | $3779437.10   | 0.02%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  16074793 | PA      | $14125862.59  | 0.07%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                             | CSAIL Commercial Mortgage Trust                                             | CUSIP: 12595BBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6100000 | PA      | $5524037.39   | 0.03%             | 2037-06-15      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                | Royal Caribbean Cruises Ltd                                                 | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |    270471 | NS      | $84695288.94  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3146000 | PA      | $2397005.64   | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   8475000 | PA      | $7318928.47   | 0.03%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                           | CUSIP: 79773KPV0<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |  10250000 | PA      | $10349707.90  | 0.05%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                              | Owens Corning, Inc                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       386 | NS      | $53082.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  22676000 | PA      | $22234341.36  | 0.10%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily ML Certificates                                    | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H9MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17963743 | PA      | $16998727.33  | 0.08%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |  15240000 | PA      | $14490098.27  | 0.07%             | 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      | $11198730.92  | 0.05%             | 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      | $1962892.14   | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                  | Hoya Corp                                                                   | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |    137200 | NS      | $16294158.16  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                         | Trade Desk, Inc                                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      3509 | NS      | $252612.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winwater Mortgage Loan Trust                                               | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |    145780 | PA      | $123878.84    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| DSV A/S                                                                    | DSV AS                                                                      | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     85821 | NS      | $20584529.34  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                  | Unibail-Rodamco-Westfield                                                   | CUSIP: F95094581<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    136539 | NS      | $13125170.92  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                 | Sandvik AB                                                                  | CUSIP: W74857165<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    683899 | NS      | $15703923.86  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC Trust                                                                  | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3387750.00   | 0.02%             | 2032-11-10      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| THE BUSH FOUNDATION                                                        | Bush Foundation                                                             | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $777819.01    | 0.00%             | 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      | $1474795.55   | 0.01%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                    | Principal Financial Group, Inc                                              | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8901182.90   | 0.04%             | 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      | $2539446.25   | 0.01%             | 2025-11-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGK5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   4225000 | PA      | $4223953.89   | 0.02%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4500000 | PA      | $4516051.19   | 0.02%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                                              | Shimadzu Corp                                                               | CUSIP: J72165129<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        55 | NS      | $1359.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                      | CAD250711                                                                   | CUSIP: CAD250711<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-107164.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                               | Enbridge, Inc                                                               | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10274151.40  | 0.05%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                           | Novo Nordisk A.S.                                                           | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    751739 | NS      | $52091008.50  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                        | Electronic Arts, Inc                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    460213 | NS      | $73496016.10  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5160958 | PA      | $4594407.81   | 0.02%             | 2031-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes                                         | Federal Farm Credit Discount Notes                                          | CUSIP: 313313JL3<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |   5000000 | PA      | $4987258.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                           | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $10552661.56  | 0.05%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14002861.82  | 0.07%             | 2027-06-20      | Fixed         | 3.00%                 | 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      | $14676438.36  | 0.07%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                | Cummins, Inc                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3787 | NS      | $1240242.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4985000 | PA      | $5121410.54   | 0.02%             | 2042-04-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                            | EUR250711                                                                   | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-89318.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet, Inc                                                               | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4751346.16   | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |  11436000 | PA      | $7443693.31   | 0.03%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   4450000 | PA      | $4520310.00   | 0.02%             | 2029-02-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14841701 | PA      | $13060696.88  | 0.06%             | 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        |   7491280 | PA      | $7485674.60   | 0.04%             | 2038-11-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                    | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   5276000 | PA      | $4048153.77   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                                   | Assicurazioni Generali S.p.A.                                               | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    463911 | NS      | $16502015.80  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                        | Consumers Energy Co                                                         | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6263731.04   | 0.03%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                         | Publicis Groupe S.A.                                                        | CUSIP: F7607Z165<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |    140813 | NS      | $15904096.63  | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1681055 | PA      | $1635711.47   | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1369218 | PA      | $1110287.29   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32942496 | PA      | $318689.00    | 0.00%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    333615 | PA      | $338838.86    | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                           | Mercadolibre, Inc                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       342 | NS      | $893861.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |  15033292 | PA      | $15990327.91  | 0.07%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals, Inc                                             | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10584479.96  | 0.05%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2103533 | PA      | $1705894.87   | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18738336 | PA      | $142565.01    | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX Corp                                                                | ROBLOX Corp                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8607 | NS      | $905456.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2468633 | PA      | $2517209.91   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2512807 | PA      | $2336474.41   | 0.01%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                         | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |   7101255 | PA      | $6283467.93   | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                            | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4021000 | PA      | $3905396.25   | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  38208554 | PA      | $4080673.55   | 0.02%             | 2037-11-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                    | Southwestern Electric Power Co                                              | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |  12318000 | PA      | $7959009.63   | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2689579 | PA      | $3181731.31   | 0.01%             | 2053-08-20      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                 | Biogen, Inc                                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       397 | NS      | $49859.23     | 0.00%             |  |  |  | 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        |     81961 | PA      | $78049.92     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NIDEC CORP                                                                 | Nidec Corp                                                                  | CUSIP: J52968104<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |    717600 | NS      | $13945182.49  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                              | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     79063 | NS      | $57935785.14  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                       | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    396701 | NS      | $116939520.78 | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3142214 | PA      | $3079653.43   | 0.01%             | 2028-06-25      | Variable      | 3.41%                 | No            |                  2 | 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      | $1981328.40   | 0.01%             | 2033-10-15      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  13711000 | PA      | $13502519.99  | 0.06%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544262 | PA      | $485159.91    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                          | Swire Pacific Ltd (Class A)                                                 | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    492500 | NS      | $4221763.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                                | Komatsu Ltd                                                                 | CUSIP: J35759125<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    521600 | NS      | $17209430.31  | 0.08%             |  |  |  | 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        |  13160088 | PA      | $11864213.68  | 0.06%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7190000 | PA      | $6812760.83   | 0.03%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  19738000 | PA      | $12419360.99  | 0.06%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                            | CMS Energy Corp                                                             | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5387862.38   | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                | Avantor, Inc                                                                | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |      6777 | NS      | $91218.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820362 | PA      | $830569.56    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                              | Live Nation, Inc                                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    425617 | NS      | $64387339.76  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                              | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4850000 | PA      | $5193040.50   | 0.02%             | 2033-12-01      | Fixed         | 6.00%                 | 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      | $4647704.36   | 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      | $7764595.69   | 0.04%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3141376.80   | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $13167612.00  | 0.06%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Siemens Funding BV                                                         | Siemens Funding BV                                                          | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2265375.20   | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                   | Nature Conservancy                                                          | CUSIP: 63902HAW9<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2832905.49   | 0.01%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                  | Kering                                                                      | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     48572 | NS      | $10581684.08  | 0.05%             |  |  |  | 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        |   7250601 | PA      | $5854206.84   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Boliden AB                                                                 | Boliden AB                                                                  | CUSIP: W17218210<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |    346091 | NS      | $10815156.27  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup, Inc                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1148124 | NS      | $97728314.88  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11250000 | PA      | $11243842.31  | 0.05%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                 | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1371 | NS      | $120648.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                         | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7576325 | PA      | $6458829.61   | 0.03%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8429000 | PA      | $7254651.07   | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752642 | PA      | $732108.90    | 0.00%             | 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      | $10566439.04  | 0.05%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                              | Akzo Nobel NV                                                               | CUSIP: N01803308<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     66556 | NS      | $4669812.93   | 0.02%             |  |  |  | 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        |    194514 | PA      | $186434.44    | 0.00%             | 2034-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239655 | PA      | $229392.78    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269417 | PA      | $241783.79    | 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        |    816900 | NS      | $19817479.63  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                       | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5332988.34   | 0.02%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    394756 | PA      | $386057.71    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296982 | PA      | $270393.54    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VSC1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |  14750000 | PA      | $14775638.16  | 0.07%             | 2026-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                         | Credit Agricole S.A.                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   9100000 | PA      | $9269691.89   | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19159000 | PA      | $20441396.17  | 0.10%             | 2042-06-25      | Variable      | 8.96%                 | 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        |    626014 | PA      | $537415.99    | 0.00%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                            | Ulta Beauty, Inc                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        30 | NS      | $14034.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                 | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       396 | NS      | $72559.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                                 | BOC Hong Kong Holdings Ltd                                                  | CUSIP: Y0920U103<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   3201757 | NS      | $13938024.25  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                                                     | GPS Blue Financing DAC                                                      | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | CORP              | IE        |  14242000 | PA      | $13814740.00  | 0.06%             | 2041-11-09      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                    | Procter & Gamble Co                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    784156 | NS      | $124931733.92 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $11077655.49  | 0.05%             | 2029-01-17      | Fixed         | 5.75%                 | 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      | $1130448.03   | 0.01%             | 2030-08-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1175524 | PA      | $1179068.92   | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                             | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226585 | PA      | $208138.28    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  12255000 | PA      | $11751088.62  | 0.06%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                      | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      8538 | NS      | $367048.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                 | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12375000 | PA      | $12450277.50  | 0.06%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4097717 | PA      | $3750057.59   | 0.02%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                                                | James Hardie Industries plc                                                 | CUSIP: G4253H119<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | AU        |    148640 | NS      | $3991477.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                           | Nitto Denko Corp                                                            | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |    709200 | NS      | $13695694.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                              | SoftBank Corp                                                               | CUSIP: J75963132<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |  12581000 | NS      | $19487348.45  | 0.09%             |  |  |  | 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      | $2070723.00   | 0.01%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   5504188 | PA      | $5321774.26   | 0.02%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                        | Macquarie Group Ltd                                                         | CUSIP: Q57085286<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |    130984 | NS      | $19700729.64  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                               | Brambles Ltd                                                                | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    988068 | NS      | $15259520.58  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                         | Steel Dynamics, Inc                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3310 | NS      | $423713.10    | 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        |   2667515 | PA      | $2223191.11   | 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        |  14473000 | PA      | $13163014.90  | 0.06%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2441151 | PA      | $2031450.13   | 0.01%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5002813 | PA      | $878868.74    | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20755565.71  | 0.10%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                         | Connecticut Light and Power Co                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5668965.29   | 0.03%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5934920.58   | 0.03%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                | PNC Bank NA                                                                 | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14607337.52  | 0.07%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-2                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2013761 | PA      | $1847092.72   | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151243 | PA      | $1038420.23   | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   4350000 | PA      | $4186066.60   | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                                            | Kerry Group plc (Class A)                                                   | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |    120016 | NS      | $13260139.67  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5108582.10   | 0.02%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund /The                                                      | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  14000000 | PA      | $14389200.00  | 0.07%             | 2029-05-02      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2388078 | PA      | $2216499.57   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $17544082.05  | 0.08%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                                  | Marks & Spencer Group plc                                                   | CUSIP: G5824M107<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |   1136620 | NS      | $5531951.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                          | Lam Research Corp                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    949684 | NS      | $92442240.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                              | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4088894.65   | 0.02%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10850000 | PA      | $10150682.45  | 0.05%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2927613.60   | 0.01%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                                       | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    215207 | NS      | $13771095.93  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                      | Mitsui Fudosan Co Ltd                                                       | CUSIP: J4509L101<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |   1535251 | NS      | $14862887.91  | 0.07%             |  |  |  | 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      | $4375267.60   | 0.02%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8996311.17   | 0.04%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Cellnex Telecom SA                                                         | Cellnex Telecom S.A.                                                        | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    322463 | NS      | $12556147.78  | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6248526 | PA      | $5838513.73   | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3678722.78   | 0.02%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                       | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3087573 | PA      | $2473293.48   | 0.01%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Waters Corp                                                                | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       303 | NS      | $105759.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   7931000 | PA      | $7016803.31   | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                | Cummins, Inc                                                                | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8449144.47   | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |  15800000 | PA      | $15122853.55  | 0.07%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3530020 | PA      | $2939548.50   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                             | CBRE Group, Inc                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    352355 | NS      | $49371982.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2902528 | PA      | $2835021.36   | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                 | Advanced Micro Devices, Inc                                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    759385 | NS      | $107756731.50 | 0.50%             |  |  |  | No            |                  1 | 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      | $3606835.75   | 0.02%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Toledo-Lucas County Port Authority                                         | Toledo-Lucas County Port Authority                                          | CUSIP: 889251JN5<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   3020000 | PA      | $2909001.71   | 0.01%             | 2049-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1338026 | PA      | $1145030.74   | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                                               | Nippon Paint Co Ltd                                                         | CUSIP: J55053128<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |    520700 | NS      | $4187604.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | SYSCO Corp                                                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  13598000 | PA      | $12438025.87  | 0.06%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                                    | WPP plc                                                                     | CUSIP: G9788D103<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |   1297978 | NS      | $9139044.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                            | Nintendo Co Ltd                                                             | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |    172800 | NS      | $16593946.53  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                         | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3095889.60   | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | 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      | $13390536.37  | 0.06%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| The Campbell's Company                                                     | Campbell Soup Co                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3814279.16   | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                  | Amcor plc                                                                   | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |      4235 | NS      | $38919.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                                 | L'Oreal S.A.                                                                | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     67458 | NS      | $28895886.57  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  48517967 | PA      | $48527076.08  | 0.23%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10250000 | PA      | $10526745.39  | 0.05%             | 2030-02-08      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Novartis AG                                                                | Novartis AG.                                                                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    476616 | NS      | $57850266.09  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                | Hertz Vehicle Financing III LLC                                             | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   7375000 | PA      | $7526793.73   | 0.04%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    218241 | PA      | $213432.56    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4845016.41   | 0.02%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                       | Canada Government International Bond                                        | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  13600000 | PA      | $13704192.46  | 0.06%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                         | Kingspan Group plc                                                          | CUSIP: G52654103<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |    146725 | NS      | $12502345.18  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26001091 | PA      | $24247046.78  | 0.11%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                               | Avangrid, Inc                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $12895053.07  | 0.06%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                                     | Yokogawa Electric Corp                                                      | CUSIP: J97272124<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |    169732 | NS      | $4534194.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                     | City of Los Angeles CA                                                      | CUSIP: 544351RY7<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1071339.30   | 0.01%             | 2038-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                        | Erste Bank der Oesterreichischen Sparkassen AG.                             | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |    196616 | NS      | $16736994.55  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                    | Akamai Technologies, Inc                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      4265 | NS      | $340176.40    | 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      | $706954.20    | 0.00%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                         | Coca-Cola Europacific Partners plc                                          | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |    149711 | NS      | $13881203.92  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11577978 | PA      | $9716781.62   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |   6442557 | PA      | $6791525.19   | 0.03%             | 2042-09-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4497000 | PA      | $4186606.54   | 0.02%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                   | Ameriprise Financial, Inc                                                   | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10955007.38  | 0.05%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                       | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  11850000 | PA      | $11412972.00  | 0.05%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1383553.56   | 0.01%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                   | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  21213000 | PA      | $15127776.03  | 0.07%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    717550 | NS      | $101074093.00 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3905007 | PA      | $3166536.98   | 0.01%             | 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      | $5113388.03   | 0.02%             | 2030-08-10      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   9100000 | PA      | $9273942.13   | 0.04%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                    | Piedmont Natural Gas Co, Inc                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   7113000 | PA      | $4742091.57   | 0.02%             | 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      | $8574428.60   | 0.04%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                           | Bridgestone Corp                                                            | CUSIP: J04578126<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    352700 | NS      | $14422670.71  | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Henkel AG & Co KGaA                                                        | Henkel KGaA (Preference)                                                    | CUSIP: D3207M110<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |    136179 | NS      | $10701435.31  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6369586 | PA      | $533406.31    | 0.00%             | 2053-05-20      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10643246 | PA      | $8770974.50   | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $12606951.00  | 0.06%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                                      | International Finance Facility for Immunisation Co                          | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |  10643000 | PA      | $10372919.61  | 0.05%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                                 | Eurazeo                                                                     | CUSIP: F3296A108<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |     50597 | NS      | $3617318.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3340880 | PA      | $3108871.26   | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp                                                              | Ralliant Corp                                                               | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $30387.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   6263000 | PA      | $6130084.86   | 0.03%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                              | Assa Abloy AB                                                               | CUSIP: W0817X204<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    494254 | NS      | $15452177.16  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14270000 | PA      | $13026736.24  | 0.06%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                     | Colombia Government International Bond                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8025000 | PA      | $8059427.25   | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                  | CH Robinson Worldwide, Inc                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       363 | NS      | $34829.85     | 0.00%             |  |  |  | No            |                  1 | 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      | $3586940.93   | 0.02%             | 2036-07-15      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| SANDALWOOD 2013 LLC                                                        | Sandalwood LLC                                                              | CUSIP: 79977TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71904 | PA      | $71871.52     | 0.00%             | 2025-07-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                           | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   7396000 | PA      | $5081319.81   | 0.02%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                         | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  10075000 | PA      | $7479277.00   | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  12375000 | PA      | $12431794.94  | 0.06%             | 2028-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                 | Cadence Design Systems, Inc                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    256589 | NS      | $79067900.35  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                              | Alfa Laval AB                                                               | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |    234818 | NS      | $9890204.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  82269486 | PA      | $82359093.94  | 0.39%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2629053 | PA      | $2167907.10   | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  14025000 | PA      | $13127796.35  | 0.06%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                                     | SGS S.A.                                                                    | CUSIP: H63838116<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |     62514 | NS      | $6347397.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10271771.30  | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                     | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3993045.62   | 0.02%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   7868000 | PA      | $5349986.73   | 0.03%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41329092 | PA      | $41390074.41  | 0.19%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                          | Expedia Group, Inc                                                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    128286 | NS      | $21639282.48  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NBM US HOLDINGS INC                                                        | NBM US Holdings, Inc                                                        | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10057730.00  | 0.05%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                 | Phoenix Group Holdings plc                                                  | CUSIP: G7S8MZ109<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |    779953 | NS      | $7056330.77   | 0.03%             |  |  |  | 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      | $2630478.30   | 0.01%             | 2032-07-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                    | Amcor Group Finance plc                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10281904.30  | 0.05%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                     | UnitedHealth Group, Inc                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    278262 | NS      | $86809396.14  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                                                   | Northwest Natural Gas Co                                                    | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3200342.25   | 0.01%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                  | Essity AB                                                                   | CUSIP: W3R06F100<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |    301410 | NS      | $8345697.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011659 | PA      | $1000733.41   | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                               | CD Mortgage Trust                                                           | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1751006.60   | 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        |       130 | NS      | $152713.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                                             | Wesfarmers Ltd                                                              | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    407469 | NS      | $22739763.31  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2761640 | PA      | $2551821.13   | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7150000 | PA      | $7364632.99   | 0.03%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Associated British Foods PLC                                               | Associated British Foods plc                                                | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |    343770 | NS      | $9712990.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1823148 | PA      | $1474394.06   | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Novonesis (Novozymes) B                                                    | Novozymes A.S.                                                              | CUSIP: K7317J133<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |    111973 | NS      | $8039311.52   | 0.04%             |  |  |  | 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      | $949559.90    | 0.00%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                      | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2666328 | PA      | $2195751.65   | 0.01%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                            | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    322128 | NS      | $94116137.76  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                        | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    315449 | NS      | $100621922.02 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $8692439.20   | 0.04%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    742763 | PA      | $672102.55    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                         | Tokyo Electron Ltd                                                          | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |    156700 | NS      | $30009514.85  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4541387 | PA      | $523605.63    | 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      | $1763778.79   | 0.01%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14637684 | PA      | $14135103.36  | 0.07%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kikkoman Corp                                                              | Kikkoman Corp                                                               | CUSIP: J32620106<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |    245500 | NS      | $2277217.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5844491 | PA      | $4834686.97   | 0.02%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp/The                                                       | Progressive Corp                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    325570 | NS      | $86881610.20  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                         | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3300000 | PA      | $3118180.56   | 0.01%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1509591.26   | 0.01%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                               | Newmont Goldcorp Corp                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   1293369 | NS      | $75351677.94  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEFT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2293500 | PA      | $2255752.25   | 0.01%             | 2039-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                              | Goodman Group                                                               | CUSIP: Q4229W132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    702072 | NS      | $15827944.57  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    107616 | PA      | $109087.21    | 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      | $115328.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                          | NatWest Group plc                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3991019.80   | 0.02%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2930000 | PA      | $3059087.60   | 0.01%             | 2043-01-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155968 | PA      | $143526.13    | 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        |     63436 | NS      | $7486082.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                                         | Deutsche Boerse AG.                                                         | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     69294 | NS      | $22637626.65  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8622065 | PA      | $8529245.49   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                            | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1636563 | NS      | $62745825.42  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    288028 | NS      | $77606264.32  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                                 | Dai Nippon Printing Co Ltd                                                  | CUSIP: J10584142<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |    217428 | NS      | $3300521.85   | 0.02%             |  |  |  | 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      | $1691730.51   | 0.01%             | 2039-01-01      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                           | Crown Castle, Inc                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1190 | NS      | $122248.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3316464 | PA      | $2770654.86   | 0.01%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                | PepsiCo, Inc                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    637323 | NS      | $84152128.92  | 0.39%             |  |  |  | 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        |   1898617 | NS      | $29235425.81  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                        | Sunnova Energy Corp                                                         | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $73800.00     | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Central American Bank for Economic Integration                             | Central American Bank for Economic Integration                              | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   7250000 | PA      | $7366463.86   | 0.03%             | 2028-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90390000 | PA      | $90736023.77  | 0.42%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394752 | PA      | $2162593.43   | 0.01%             | 2047-09-20      | Fixed         | 3.71%                 | 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        |   6158990 | PA      | $5001959.05   | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                | American Water Capital Corp                                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   9325000 | PA      | $9449330.23   | 0.04%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4737360 | PA      | $5206607.66   | 0.02%             | 2053-08-20      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| UNIV OF CINCINNATI OH RECPTS                                               | University of Cincinnati                                                    | CUSIP: 914119ZZ8<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999969.10    | 0.00%             | 2029-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3907053 | PA      | $3562349.89   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  54243021 | PA      | $50694875.16  | 0.24%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                          | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1429797.75   | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                            | W.W. Grainger, Inc                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     42843 | NS      | $44567002.32  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loan Trust 2024-1                                             | Mosaic Solar Loan Trust                                                     | CUSIP: 618937AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $813253.82    | 0.00%             | 2049-09-20      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2646849.32   | 0.01%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                                           | West Pharmaceutical Services, Inc                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     37160 | NS      | $8130608.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                                     | Australia & New Zealand Banking Group Ltd                                   | CUSIP: Q0429F119<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |   1133384 | NS      | $21734662.86  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   4430000 | PA      | $3848837.16   | 0.02%             | 2030-05-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                        | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5810000 | PA      | $5819470.30   | 0.03%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37763 | PA      | $32694.25     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                     | Marvell Technology, Inc                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6475 | NS      | $501165.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3142ACEJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3338302 | PA      | $2712056.91   | 0.01%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5998055 | PA      | $4863772.65   | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  13170000 | PA      | $13320704.31  | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                | MetLife, Inc                                                                | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5546485.80   | 0.03%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BQQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2396839 | PA      | $2184094.09   | 0.01%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4918240 | PA      | $5135593.26   | 0.02%             | 2042-07-25      | Variable      | 7.91%                 | Yes           |                  2 | 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      | $1194916.38   | 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        |   3705974 | PA      | $3197867.73   | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                         | Vodafone Group plc                                                          | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |  14241619 | NS      | $15244958.79  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WW2B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395071 | PA      | $335530.12    | 0.00%             | 2038-11-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6577526.90   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDU                                                   | Massachusetts Higher Education Assistance Corp                              | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6714057.76   | 0.03%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                               | Cochlear Ltd                                                                | CUSIP: Q25953102<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |     27210 | NS      | $5381486.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                      | Rivian Automotive, Inc                                                      | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     22944 | NS      | $315250.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kraft Heinz Co/The                                                         | Kraft Heinz Co                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     16685 | NS      | $430806.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3650000 | PA      | $3963002.90   | 0.02%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9125000 | PA      | $9369225.88   | 0.04%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| State of Oregon                                                            | State of Oregon                                                             | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3770000 | PA      | $3885426.84   | 0.02%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |  10275000 | PA      | $10553797.74  | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                | Telenor ASA                                                                 | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |    735926 | NS      | $11459984.33  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                                  | Stockland Trust Group                                                       | CUSIP: Q8773B105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    164003 | NS      | $579606.14    | 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        |   1504300 | PA      | $1229653.57   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bureau Veritas SA                                                          | Bureau Veritas S.A.                                                         | CUSIP: F96888114<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |    252569 | NS      | $8620760.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                  | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3925230.70   | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| RCKT Mortgage Trust 2021-5                                                 | RCKT Mortgage Trust                                                         | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4755961 | PA      | $3775508.94   | 0.02%             | 2051-11-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                        | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    585802 | NS      | $42874848.38  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                     | OPEC Fund for International Development                                     | CUSIP: ZM4994749<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   5030000 | PA      | $5030374.58   | 0.02%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                 | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8041498 | PA      | $7613435.09   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2093512.00   | 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        |      4761 | NS      | $176823.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                  | Zurich Insurance Group AG                                                   | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     44014 | NS      | $30797600.95  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3775610 | PA      | $3619732.05   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC                                                                        | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560364 | PA      | $2243987.59   | 0.01%             | 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      | $4873951.50   | 0.02%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14245497 | PA      | $13996802.20  | 0.07%             | 2053-08-01      | Fixed         | 5.00%                 | 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      | $1472125.00   | 0.01%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                                          | Suncorp-Metway Ltd                                                          | CUSIP: Q88040110<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    970950 | NS      | $13837629.65  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                 | Alcoa Nederland Holding BV                                                  | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   2755000 | PA      | $2891339.44   | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803908 | PA      | $814850.58    | 0.00%             | 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        |    699000 | NS      | $15137243.67  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                          | Telstra Corp Ltd                                                            | CUSIP: Q8975N105<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   4263016 | NS      | $13593148.98  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard, Inc                                                             | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6818612.93   | 0.03%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                       | Edison International                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    109223 | NS      | $5635906.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075660 | PA      | $872243.44    | 0.00%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                    | CUSIP: 74443DMA6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5030189.00   | 0.02%             | 2031-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Thirax 1 LLC                                                               | Thirax  LLC                                                                 | CUSIP: 88410XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6668944 | PA      | $5937864.46   | 0.03%             | 2033-03-07      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                        | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $10003134.10  | 0.05%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                | Kubota Corp                                                                 | CUSIP: J36662138<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |   1098300 | NS      | $12385420.76  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PRSVN OF AFFORD HOUSING                                                    | Preservation Of Affordable Housing, Inc                                     | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9770000 | PA      | $9158539.67   | 0.04%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority Discount Notes                                  | Tennessee Valley Authority Discount Notes                                   | CUSIP: 880590HX5<br>LEI: 549300HE1ISW43LNKM54 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $998957.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                            | Coles Group Ltd                                                             | CUSIP: Q26203408<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    942143 | NS      | $12918777.10  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16781308 | PA      | $17268056.96  | 0.08%             | 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        |    152769 | NS      | $108122259.75 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                                   | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4907 | NS      | $181608.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12500000 | PA      | $12724747.88  | 0.06%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                               | Factset Research Systems, Inc                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        80 | NS      | $35782.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                                               | Carrefour S.A.                                                              | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |    646818 | NS      | $9124163.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                 | STERIS plc                                                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28309 | NS      | $6800387.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4738995 | PA      | $3954903.84   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $9828863.60   | 0.05%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5164381 | PA      | $4516699.61   | 0.02%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40008000 | PA      | $24437698.96  | 0.11%             | 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        |   4488424 | NS      | $54292785.48  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                     | Liberty Media Corp-Liberty Formula One (Class C)                            | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $373692.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3016914 | PA      | $2422295.24   | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                            | London Stock Exchange Group plc                                             | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |    162663 | NS      | $23788996.09  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5057486.68   | 0.02%             | 2030-03-25      | Fixed         | 3.00%                 | 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      | $9120055.52   | 0.04%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    139826 | NS      | $31023194.62  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5489146 | PA      | $4793816.34   | 0.02%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                    | Raizen Fuels Finance S.A.                                                   | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   6800000 | PA      | $6308553.80   | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard, Inc                                               | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1352608.50   | 0.01%             | 2051-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5850465 | PA      | $5527937.47   | 0.03%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH INDL DEVR                                             | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8295000 | PA      | $8295000.00   | 0.04%             | 2033-07-01      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  11388300 | PA      | $8154471.25   | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                                                           | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13366222 | PA      | $13733286.65  | 0.06%             | 2033-02-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                                                    | PTC, Inc                                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     75438 | NS      | $13000984.92  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                   | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5672536.85   | 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 No 2014-1   | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $4399439.00   | 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        |   4209917 | PA      | $3491855.31   | 0.02%             | 2036-01-25      | Fixed         | 1.55%                 | 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        |   2912593 | PA      | $2102291.17   | 0.01%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| AltaGas Ltd                                                                | AltaGas Ltd                                                                 | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3325734.83   | 0.02%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  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        |    602642 | PA      | $514115.90    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5819213 | PA      | $4882815.50   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                         | Barry Callebaut AG.                                                         | CUSIP: H05072105<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |      2702 | NS      | $2953471.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Whitbread PLC                                                              | Whitbread plc                                                               | CUSIP: G9606P197<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |    206997 | NS      | $8032727.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                           | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   9483000 | PA      | $9537045.70   | 0.04%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   9425000 | PA      | $5755691.42   | 0.03%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4074649 | PA      | $3304098.90   | 0.02%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                          | OBX Trust                                                                   | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1255426 | PA      | $1066174.80   | 0.00%             | 2052-08-25      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1254516 | PA      | $1017276.84   | 0.00%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                                                | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  25000000 | PA      | $18640983.25  | 0.09%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3473073 | PA      | $581615.03    | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37053016 | PA      | $37059978.03  | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7975723 | PA      | $6409800.51   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8875000 | PA      | $9164183.00   | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9485058 | PA      | $7961500.76   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                 | Vertex Pharmaceuticals, Inc                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    165847 | NS      | $73835084.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $533647.80    | 0.00%             | 2042-01-25      | Variable      | 11.41%                | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                          | National Grid plc                                                           | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |   1682969 | NS      | $24703727.38  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                       | WB Commercial Mortgage Trust                                                | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1095000 | PA      | $1099674.56   | 0.01%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    339259 | PA      | $328075.27    | 0.00%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154671 | PA      | $152329.17    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601601 | PA      | $587610.23    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                         | Cooper Cos, Inc                                                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    156640 | NS      | $11146502.40  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                                      | Dominican Republic International Bond                                       | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5725000 | PA      | $5756201.25   | 0.03%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2923334 | PA      | $2342357.07   | 0.01%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6704910.00   | 0.03%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3375000 | PA      | $3254800.02   | 0.02%             | 2026-09-14      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: BY3255019<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5600000 | PA      | $5635655.14   | 0.03%             | 2027-08-16      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                     | Energias de Portugal S.A.                                                   | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |   3103290 | NS      | $13481555.90  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                       | Evonik Industries AG.                                                       | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |    309382 | NS      | $6391392.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5380000 | PA      | $5426483.74   | 0.03%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                   | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |  18650000 | PA      | $12075521.40  | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16485168 | PA      | $15360333.26  | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                     | SAP AG.                                                                     | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |    246601 | NS      | $75405555.32  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    779665 | PA      | $759413.84    | 0.00%             | 2044-12-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                     | Church & Dwight Co, Inc                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      2111 | NS      | $202888.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   9338301 | PA      | $6933635.94   | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                                               | Secom Co Ltd                                                                | CUSIP: J69972107<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |    142242 | NS      | $5110029.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                    | Lululemon Athletica, Inc                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       520 | NS      | $123541.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65863 | PA      | $61413.89     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                                  | Alstom RGPT                                                                 | CUSIP: F0259M475<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |    411368 | NS      | $9601714.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $10031280.75  | 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        |   1500000 | PA      | $1480341.21   | 0.01%             | 2027-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                           | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   8315000 | PA      | $4868344.69   | 0.02%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                | Swiss Re AG.                                                                | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |    119771 | NS      | $20718830.49  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179YDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5144935 | PA      | $4556909.16   | 0.02%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9925000 | PA      | $10658950.28  | 0.05%             | 2034-09-22      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp                                                        | Softbank Group Corp                                                         | CUSIP: J7596P109<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    377761 | NS      | $27465490.78  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                      | NXP Semiconductors NV                                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |    346764 | NS      | $75764466.36  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10073282 | PA      | $9921311.88   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4869168.61   | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                 | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2613813.13   | 0.01%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2417434.32   | 0.01%             | 2040-04-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  15077996 | PA      | $14527674.85  | 0.07%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6102875.52   | 0.03%             | 2035-03-23      | Fixed         | 5.40%                 | 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        |   1315000 | PA      | $1337324.76   | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                                 | Keppel Corp Ltd                                                             | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |   1752870 | NS      | $10236009.47  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                                              | carsales.com Ltd                                                            | CUSIP: Q21411121<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |     11025 | NS      | $271515.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  12125000 | PA      | $12368365.60  | 0.06%             | 2029-11-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1527259.65   | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Group PLC                                                          | Ashtead Group plc                                                           | CUSIP: G05320109<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |    242971 | NS      | $15580756.59  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10000000.00  | 0.05%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43671675 | PA      | $43729473.81  | 0.20%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12606 | PA      | $11620.99     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    717478 | NS      | $208004046.98 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                                           | Smiths Group plc                                                            | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    404598 | NS      | $12479552.23  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| THIRAX 2 LLC                                                               | Thirax 2 LLC                                                                | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3023579 | PA      | $2756196.02   | 0.01%             | 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        |   1345036 | PA      | $1180768.97   | 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      | $898621.20    | 0.00%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23277552 | PA      | $20996354.24  | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                        | WiseTech Global Ltd                                                         | CUSIP: Q98056106<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |    160719 | NS      | $11526099.84  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  25804000 | PA      | $27245945.58  | 0.13%             | 2042-12-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| NEC Corp                                                                   | NEC Corp                                                                    | CUSIP: J48818207<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    676205 | NS      | $19728309.27  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                 | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   3636258 | NS      | $81452179.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                                     | HP, Inc                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   2282485 | NS      | $55829583.10  | 0.26%             |  |  |  | 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      | $6300591.71   | 0.03%             | 2037-06-15      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3517195 | PA      | $3255312.55   | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                                           | Sino Land Co                                                                | CUSIP: Y80267126<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |   2982000 | NS      | $3176228.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                                                | Workday, Inc                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    280157 | NS      | $67237680.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                        | Commercial Mortgage Pass Through Certificates                               | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3697012.00   | 0.02%             | 2039-01-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1959640 | PA      | $1688346.04   | 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        |     31914 | PA      | $31618.93     | 0.00%             | 2036-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                    | Procter & Gamble Co                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10907073.53  | 0.05%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                               | Deutsche Bank AG.                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7500000 | PA      | $7999660.50   | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWZY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3365383 | PA      | $3240617.83   | 0.02%             | 2038-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OAKLAND CA                                                                 | City of Oakland CA                                                          | CUSIP: 672240WM6<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   4835000 | PA      | $4489841.92   | 0.02%             | 2029-01-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                        | Amadeus IT Holding S.A.                                                     | CUSIP: E04648114<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |    219756 | NS      | $18565662.94  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1169068 | PA      | $1153405.37   | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                        | Nomura Holdings, Inc                                                        | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |   2399200 | NS      | $15810008.96  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                  | Keysight Technologies, Inc                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    435218 | NS      | $71314821.48  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM6                                     | Imperial Fund Mortgage Trust                                                | CUSIP: 45276RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2615000 | PA      | $2609725.28   | 0.01%             | 2067-10-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust (Step Bond)                                      | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255468 | PA      | $247209.77    | 0.00%             | 2065-05-25      | Fixed         | 2.73%                 | 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      | $6219013.28   | 0.03%             | 2036-07-15      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                              | Old Dominion Freight Line                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |    204221 | NS      | $33145068.30  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15710000 | PA      | $16441214.10  | 0.08%             | 2042-05-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| IDEX Corp                                                                  | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       386 | NS      | $67770.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H05W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6119803 | PA      | $3838761.08   | 0.02%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $12062663.00  | 0.06%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                         | Broadridge Financial Solutions, Inc                                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2380 | NS      | $578411.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                                          | Fonciere Des Regions                                                        | CUSIP: F2R22T119<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     67396 | NS      | $4273183.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |  10262024 | PA      | $9881673.12   | 0.05%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                           | Hartford Financial Services Group, Inc                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     20459 | NS      | $2595633.33   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5932402.44   | 0.03%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                    | Sekisui Chemical Co Ltd                                                     | CUSIP: J70703137<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     41500 | NS      | $751592.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                          | Kuntarahoitus Oyj                                                           | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   6500000 | PA      | $6433882.52   | 0.03%             | 2029-10-09      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    341133 | PA      | $315077.68    | 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        |    153746 | NS      | $78822499.28  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                                                  | Korea Electric Power Corp                                                   | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   8250000 | PA      | $8319245.30   | 0.04%             | 2027-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                    | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20515 | PA      | $20417.69     | 0.00%             | 2036-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                     | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  11000000 | PA      | $11188936.00  | 0.05%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| ABAY LEASING 2014 LLC                                                      | Abay Leasing LLC                                                            | CUSIP: 00258HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180027 | PA      | $177240.77    | 0.00%             | 2026-11-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | BNP Paribas S.A.                                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11500000 | PA      | $11569000.00  | 0.05%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4955315 | PA      | $3512140.66   | 0.02%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6471869 | PA      | $6144687.80   | 0.03%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                                          | Grab Holdings Ltd                                                           | CUSIP: G4124C109<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | US        |   2679137 | NS      | $13476059.11  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                         | HCA, Inc                                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    156874 | NS      | $60098429.40  | 0.28%             |  |  |  | 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        |    743726 | PA      | $662008.77    | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EXP-IMP IMB                                                                | Export-Import Bank of the United States                                     | CUSIP: 302155BB1<br>LEI: 549300NMMHVYCBECJ059 | Long             | DBT              | USGSE             | US        |    125705 | PA      | $124943.75    | 0.00%             | 2025-12-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                                              | Insurance Australia Group Ltd                                               | CUSIP: Q49361100<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |   2053763 | NS      | $12209665.03  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    341445 | NS      | $33683549.25  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   7875000 | PA      | $7824162.31   | 0.04%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: BJ6042037<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   7000000 | PA      | $6081684.00   | 0.03%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    637458 | PA      | $588762.68    | 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      | $3776360.34   | 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      | $7923813.98   | 0.04%             | 2042-11-28      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                            | TJX Cos, Inc                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    672833 | NS      | $83088147.17  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                            | ASML Holding NV                                                             | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     93918 | NS      | $75259964.26  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  11550000 | PA      | $10950100.39  | 0.05%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   5523000 | PA      | $5091732.57   | 0.02%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                    | Vestas Wind Systems A.S.                                                    | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    769740 | NS      | $11562228.84  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5171869 | PA      | $5269729.97   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6799386 | PA      | $6149490.79   | 0.03%             | 2037-06-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Xero Ltd                                                                   | Xero Ltd                                                                    | CUSIP: Q98665104<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | AU        |     74185 | NS      | $8778255.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                            | ContourGlobal Power Holdings S.A.                                           | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2318310.00   | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Epiroc AB                                                                  | Epiroc AB                                                                   | CUSIP: W25918157<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     87215 | NS      | $1672133.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2377062 | PA      | $308082.63    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8095026 | PA      | $1557901.60   | 0.01%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                  | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |  11600000 | PA      | $11861000.00  | 0.06%             | 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      | $27225.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                    | Canadian Natural Resources Ltd                                              | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4473000 | PA      | $4917357.75   | 0.02%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14508000 | PA      | $9978783.75   | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                  | Warner Bros Discovery, Inc                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   3709048 | NS      | $42505690.08  | 0.20%             |  |  |  | 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        |   4863993 | PA      | $3943564.02   | 0.02%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Tesco PLC                                                                  | Tesco plc                                                                   | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |   3413464 | NS      | $18820204.09  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22250000 | PA      | $22250000.00  | 0.10%             | 2029-02-01      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249400 | PA      | $243598.25    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  22100000 | PA      | $22116354.00  | 0.10%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A.                                                      | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   5128575 | NS      | $29542704.49  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting