# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013559
**Filing Date:** 2023-2
**Character Count:** 576729
**Document Hash:** 117c9c69ab654fb3d8dddc46eda23615
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013559.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013559

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683297

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/T. ROWE PRICE BALANCED FUND (Series ID: S000044437)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000138280 | JNL/T. ROWE PRICE BALANCED FUND (A) |  |
| C000192215 | JNL/T. ROWE PRICE BALANCED FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/T. Rowe Price Balanced Fund

- **b. EDGAR series identifier (if any):** S000044437

- **c. LEI of Series:** 549300SMDNTV0Q8VB465

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $451068453.42

**Total Liabilities:** $5377743.00

**Net Assets:** $445690710.42

**Delayed Delivery Securities:** $1865609.76

**Cash Not Reported:** $2272039.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -197.328306752045 | **1-Year:** -2129.968504749427 | **5-Year:** -5848.607198697337 | **10-Year:** -12776.065239072877 | **30-Year:** -26218.138347742914

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

- **3-Month:** -10.541051695965 | **1-Year:** -782.633516321788 | **5-Year:** -5435.484124131149 | **10-Year:** -2753.929413739956 | **30-Year:** -162.635169694443

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138280 | 3.77%                | 6.10%                | -3.21%               |
| Class ID C000192215 | 3.78%                | 6.08%                | -3.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-736360.08              | $16546093.17                               |
| Month 2  | $-2032834.48             | $27893096.92                               |
| Month 3  | $-730933.94              | $-14887544.42                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                        | JNL Securities Lending Collateral Fund                                                        | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    844570 | NS      | $844570.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Brokerage Services, Inc.                                                         | UNITED STATES DOLLAR                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     18616 | PA      | $-74.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                                         | AUSTRALIAN DOLLAR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |     18617 | PA      | $121.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        43 | NC      | $274.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        19 | NC      | $5052.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF 2019-CF1 Mortgage Trust                                                                    | CF 2019-CF1 Mortgage Trust                                                                    | CUSIP: 12529MDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $144789.56    | 0.03%             | 2024-04-17      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                            | Canadian Natural Resources Limited                                                            | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143359.95    | 0.03%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                                        | Carvana Auto Receivables Trust 2021-P4                                                        | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $164389.44    | 0.04%             | 2027-04-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                                  | Chipotle Mexican Grill, Inc.                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $752019.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                                            | Cintas Corporation                                                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $126453.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                | Citigroup Inc.                                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      9604 | NS      | $434388.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                                | Citizens Financial Group, Inc.                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       935 | NS      | $36810.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Limited                                                                                   | Sea Limited                                                                                   | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      4742 | NS      | $246726.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                                         | Booking Holdings Inc.                                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       320 | NS      | $644889.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                                                              | Brixmor Operating Partnership LP                                                              | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252668.38    | 0.06%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                              | Canadian Pacific Railway Limited                                                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93568.35     | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                          | Meta Platforms, Inc.                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     12709 | NS      | $1529401.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36291 | PA      | $33662.90     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138WKW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    261433 | PA      | $250650.58    | 0.06%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12524 | PA      | $11984.47     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $524099.13    | 0.12%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association Guaranteed REMIC Pass-Through Securities             | Government National Mortgage Association Guaranteed REMIC Pass-Through Securities             | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110000 | PA      | $96216.63     | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                                                                   | Grace Trust                                                                                   | CUSIP: 38406JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $111156.72    | 0.02%             | 2030-12-12      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                         | GrafTech Finance Inc.                                                                         | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $235298.05    | 0.05%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                              | Magallanes, Inc.                                                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    335000 | PA      | $257615.36    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                           | Magic Mergeco, Inc.                                                                           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $185593.45    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Majordrive Holdings IV, LLC                                                                   | Majordrive Holdings IV, LLC                                                                   | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $231512.75    | 0.05%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc.                                                             | Mettler-Toledo International Inc.                                                             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        73 | NS      | $105517.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                                         | Microsoft Corporation                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     48316 | NS      | $11587143.12  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                                       | Micron Technology, Inc.                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      9600 | NS      | $479808.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                                  | Mondelez International, Inc.                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     20807 | NS      | $1386786.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                                                                | Monolithic Power Systems, Inc.                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1158 | NS      | $409480.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation                                                             | Monster Beverage 1990 Corporation                                                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2543 | NS      | $258190.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                              | Navient Private Education Refi Loan Trust 2019-G                                              | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29910 | PA      | $27358.78     | 0.01%             | 2028-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Incorporated                                                            | Teledyne Technologies Incorporated                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       596 | NS      | $238346.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                                         | Vodafone Group Public Limited Company                                                         | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180887.42    | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Legacy Vulcan Corp.                                                                           | Legacy Vulcan Corp.                                                                           | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83544.13     | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts, Limited                                                                         | Wynn Resorts, Limited                                                                         | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1364 | NS      | $112489.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsonite International S.A.                                                                  | Samsonite International S.A.                                                                  | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               | CORP              | LU        |     97500 | NS      | $255584.67    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Glencore PLC                                                                                  | Glencore PLC                                                                                  | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     36101 | NS      | $243647.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                | Element Fleet Management Corp.                                                                | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     54822 | NS      | $747020.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dallas/Fort Worth International Airport                                                       | Dallas/Fort Worth International Airport                                                       | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $129957.06    | 0.03%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                                    | Eni S.p.A.                                                                                    | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196951.46    | 0.04%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                            | Exelon Corporation                                                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      4822 | NS      | $208455.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                                    | Exeter Automobile Receivables Trust 2021-2                                                    | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $91329.65     | 0.02%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| WPP 2012 Limited                                                                              | WPP 2012 Limited                                                                              | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     60071 | NS      | $596730.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                             | ASML Holding N.V.                                                                             | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2202 | NS      | $1196448.59   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    130788 | PA      | $129587.53    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    115841 | PA      | $109959.66    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29056 | PA      | $27599.21     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    410746 | PA      | $348790.78    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391574 | PA      | $334162.42    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42858 | PA      | $42377.47     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15628 | PA      | $14185.47     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    734389 | PA      | $602759.16    | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    261406 | PA      | $212293.69    | 0.05%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    399083 | PA      | $385053.78    | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137544 | PA      | $132708.41    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                                  | Fiserv, Inc.                                                                                  | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103041.78    | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                             | FirstEnergy Corp.                                                                             | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $253765.69    | 0.06%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                                        | Ford Credit Auto Owner Trust 2020-REV2                                                        | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $145667.82    | 0.03%             | 2025-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                         | Frontier Communications Holdings, LLC                                                         | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $104687.57    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545795 | PA      | $486592.03    | 0.11%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Knight, Inc.                                                                            | Black Knight, Inc.                                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       383 | NS      | $23650.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                                | ConocoPhillips                                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8346 | NS      | $984828.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                                              | Hess Corporation                                                                              | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2458 | NS      | $348593.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                                                      | Kimco Realty Corporation                                                                      | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143962.98    | 0.03%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                               | Deere & Company                                                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       215 | NS      | $92183.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Descartes Systems Group Inc.                                                              | The Descartes Systems Group Inc.                                                              | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       900 | NS      | $62685.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                                    | Rogers Communications Inc.                                                                    | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $255860.87    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                      | Roper Technologies, Inc.                                                                      | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $358435.50    | 0.08%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                             | NatWest Group PLC                                                                             | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371399.25    | 0.08%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                          | Royal Bank of Canada                                                                          | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202950.00    | 0.05%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings                                                                      | Impala Platinum Holdings                                                                      | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |      1037 | NS      | $13021.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                               | Prysmian S.p.A.                                                                               | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     16824 | NS      | $626154.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DexCom, Inc.                                                                                  | DexCom, Inc.                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1798 | NS      | $203605.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                                                       | The Walt Disney Company                                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     12081 | NS      | $1049597.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                                 | Broadcom Inc.                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4847 | NS      | $2710103.11   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                                                              | COLT Funding LLC                                                                              | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171158 | PA      | $145441.81    | 0.03%             | 2061-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                       | Siemens Healthineers AG                                                                       | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |     13155 | NS      | $659822.77    | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chubb Limited                                                                                 | Chubb Limited                                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |     10457 | NS      | $2306814.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                        | CVS Health Corporation                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $428697.24    | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dallas/Fort Worth International Airport                                                       | Dallas/Fort Worth International Airport                                                       | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $202113.39    | 0.05%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66117.12     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                                                          | Enphase Energy, Inc.                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       300 | NS      | $79488.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                                                          | TE Connectivity Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      2508 | NS      | $287918.40    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ardagh Metal Packaging S.A.                                                                   | Ardagh Metal Packaging S.A.                                                                   | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |      3159 | NS      | $15194.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM Midstream Partners, LP                                                                    | EQM Midstream Partners, LP                                                                    | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70042.76     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64649 | PA      | $60682.69     | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                                 | Staples, Inc.                                                                                 | CUSIP: 855031AQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175379 | PA      | $161836.34    | 0.04%             | 2026-04-05      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                                      | Tutor Perini Corporation                                                                      | CUSIP: 90110FAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269246 | PA      | $252418.00    | 0.06%             | 2027-08-13      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58792 | PA      | $51894.13     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    367269 | PA      | $312502.71    | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                                | Storebrand ASA                                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     63445 | NS      | $555921.08    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mednax, Inc.                                                                                  | Mednax, Inc.                                                                                  | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $180365.73    | 0.04%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust 2021-1                                                               | Angel Oak Mortgage Trust 2021-1                                                               | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120765 | PA      | $98280.09     | 0.02%             | 2025-02-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    239243 | PA      | $227974.28    | 0.05%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235715 | PA      | $225993.54    | 0.05%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    269318 | PA      | $241255.32    | 0.05%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    160282 | PA      | $148434.82    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                               | Angel Oak Mortgage Trust 2021-1                                                               | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35689 | PA      | $28525.98     | 0.01%             | 2025-02-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                           | Comcast Corporation                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2899 | NS      | $101378.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-A                                              | Navient Private Education Refi Loan Trust 2021-A                                              | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46189 | PA      | $39913.41     | 0.01%             | 2028-03-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                                             | NAVER Corporation                                                                             | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1666 | NS      | $235860.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                         | Frontier Communications Holdings, LLC                                                         | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $86550.98     | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44048 | PA      | $40203.37     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Subordinated Incorporated                                                 | Dornoch Debt Merger Subordinated Incorporated                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $202198.51    | 0.05%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                                          | Douglas Emmett, Inc.                                                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3196 | NS      | $50113.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66223 | PA      | $62307.70     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94433 | PA      | $88850.08     | 0.02%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                                  | The Procter & Gamble Company                                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12097 | NS      | $1833421.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                                                  | Viatris Inc.                                                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     15200 | NS      | $169176.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98243 | PA      | $92189.30     | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103338 | PA      | $102919.48    | 0.02%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                                               | W.P. Carey Inc.                                                                               | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134863.14    | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                                      | WFRBS Commercial Mortgage Trust 2014-C23                                                      | CUSIP: 92939HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $106377.33    | 0.02%             | 2024-09-17      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346265 | PA      | $300353.07    | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                       | GSK PLC                                                                                       | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     11419 | NS      | $401263.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472853.71    | 0.11%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278209.98    | 0.06%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                       | Republic Services, Inc.                                                                       | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93300.07     | 0.02%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                                         | T. Rowe Price Government Reserve Fund                                                         | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9951340 | NS      | $9951339.57   | 2.23%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Chicago Transit Authority                                                                     | Chicago Transit Authority                                                                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    290000 | PA      | $321429.97    | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $148444.41    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                                                          | Rocket Mortgage, LLC                                                                          | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    227000 | PA      | $169796.75    | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                                | SBA Communications Corporation                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1942 | NS      | $544362.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                              | Salesforce, Inc.                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5694 | NS      | $754967.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70100 | PA      | $68902.39     | 0.02%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                           | Danaher Corporation                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      6817 | NS      | $1809368.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                               | Danske Bank A/S                                                                               | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    435000 | PA      | $404902.39    | 0.09%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11059 | PA      | $11337.90     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72738 | PA      | $63432.67     | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5900 | PA      | $5536.24      | 0.00%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                       | Macquarie Group Limited                                                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      3810 | NS      | $432889.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                    | Dollar General Corporation                                                                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5450 | NS      | $1342062.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                                                             | Dollar Tree, Inc.                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       737 | NS      | $104241.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                                      | Svenska Handelsbanken AB                                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |     61616 | NS      | $621894.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                               | Direct Line Insurance Group PLC                                                               | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |     86877 | NS      | $232501.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272779 | PA      | $236525.15    | 0.05%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 3622A26H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397362 | PA      | $368406.81    | 0.08%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                             | Dover Corporation                                                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       900 | NS      | $121869.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                                                           | Liberty Energy Inc.                                                                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $13208.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM Midstream Partners, LP                                                                    | EQM Midstream Partners, LP                                                                    | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122671.94    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                                            | Equity Residential                                                                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2615 | NS      | $154285.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     63173 | PA      | $60419.13     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                                   | Covestro AG                                                                                   | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |      8727 | NS      | $343044.63    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| K92 Mining Inc.                                                                               | K92 Mining Inc.                                                                               | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |     19503 | NS      | $110478.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                                                  | Lincoln National Corporation                                                                  | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $299163.31    | 0.07%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                                | Panasonic Holdings Corporation                                                                | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     50300 | NS      | $420682.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    369740 | PA      | $303237.46    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    384863 | PA      | $314919.00    | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                             | Pioneer Natural Resources Company                                                             | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102480.88    | 0.02%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                                                                        | Polar US Borrower, LLC                                                                        | CUSIP: 73103PAA5<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | DBT              | CORP              | US        |    285000 | PA      | $107513.49    | 0.02%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                | ING Groep N.V.                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     83444 | NS      | $1018487.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                                              | Accenture Public Limited Company                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3132 | NS      | $835742.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corporation                                                               | Mitsubishi Electric Corporation                                                               | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     60900 | NS      | $603543.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                       | Republic Services, Inc.                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1930 | NS      | $248950.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    453590 | PA      | $387085.79    | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52498 | PA      | $43039.23     | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    327756 | PA      | $276281.85    | 0.06%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245394 | PA      | $213785.99    | 0.05%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                           | Radiate HoldCo, LLC                                                                           | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    290000 | PA      | $121543.03    | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                     | Sunoco LP                                                                                     | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112893.20    | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                               | Naked Juice LLC                                                                               | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $114051.20    | 0.03%             | 2030-01-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                                     | Rockwell Automation, Inc.                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       526 | NS      | $135481.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $3282.13      | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     66641 | PA      | $12744.50     | 0.00%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20624 | PA      | $19266.83     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                      | Tencent Holdings Limited                                                                      | CUSIP: 88032WAE6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $374663.25    | 0.08%             | 2023-01-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                                      | Tutor Perini Corporation                                                                      | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144636.85    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9702 | PA      | $9502.23      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192239 | PA      | $179808.65    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                             | Ulta Beauty, Inc.                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1003 | NS      | $470477.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                                                                  | Ventas, Inc.                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2330 | NS      | $104966.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                             | Verus Securitization Trust 2021-1                                                             | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57444 | PA      | $47292.27     | 0.01%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13845 | PA      | $13815.37     | 0.00%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KEL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     85000 | PA      | $83384.57     | 0.02%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                            | Ventas Realty, Limited Partnership                                                            | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157309.08    | 0.04%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     26161 | NS      | $1030743.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                          | Frontier Communications Parent, Inc.                                                          | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20668.82     | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174033 | PA      | $163305.69    | 0.04%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                         | WEC Energy Group Inc.                                                                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2313 | NS      | $216866.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis North America Inc.                                                                     | Willis North America Inc.                                                                     | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184245.54    | 0.04%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234677 | PA      | $212796.01    | 0.05%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55267 | PA      | $50079.56     | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welcia Holdings Co., Ltd.                                                                     | Welcia Holdings Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8200 | NS      | $191075.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                     | Otsuka Holdings Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $393189.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| ERO Copper Corp.                                                                              | ERO Copper Corp.                                                                              | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      1426 | NS      | $19631.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                                                                    | Kojamo Oyj                                                                                    | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |      2433 | NS      | $35954.21     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                             | Epiroc Aktiebolag                                                                             | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      2366 | NS      | $38054.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                      | Tencent Holdings Limited                                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      9600 | NS      | $407915.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       495 | PA      | $462.51       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                                                   | Healthpeak Properties, Inc.                                                                   | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71450.82     | 0.02%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                       | KeyCorp                                                                                       | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248078.43    | 0.06%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Manitoba, Province of                                                                         | Manitoba, Province of                                                                         | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | US        |    176000 | PA      | $171195.90    | 0.04%             | 2024-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Advisor Group Holdings, Inc.                                                                  | Advisor Group Holdings, Inc.                                                                  | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183603.14    | 0.04%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                                                                         | Affirm Holdings, Inc.                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2749 | NS      | $26582.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                                                     | AG TTMT Escrow Issuer LLC                                                                     | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48448.71     | 0.01%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                                    | Agilent Technologies, Inc.                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1337 | NS      | $200082.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                                                                | Marathon Petroleum Corporation                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1850 | NS      | $215321.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                                        | McDonald's Corporation                                                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5800 | NS      | $1528474.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                            | Altria Group, Inc.                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4028 | NS      | $184119.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                                  | Apple Hospitality REIT, Inc.                                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      5689 | NS      | $89772.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust 2019-C                                                                    | CNH Equipment Trust 2019-C                                                                    | CUSIP: 12597CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $253977.91    | 0.06%             | 2023-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                    | Carrier Global Corporation                                                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1200 | NS      | $49500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1660 | NS      | $141133.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                                           | Newmont Corporation                                                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1740 | NS      | $82128.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                                                         | Charter Communications Operating, LLC                                                         | CUSIP: 161175BQ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543518.47    | 0.12%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                           | Comcast Corporation                                                                           | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60655.67     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Zoom Video Communications, Inc.                                                               | Zoom Video Communications, Inc.                                                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       537 | NS      | $36376.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corporation                                                             | Invincible Investment Corporation                                                             | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        48 | NS      | $18598.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24233 | PA      | $21973.44     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136644 | PA      | $127925.32    | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola, Sociedad Anonima                                                                   | Iberdrola, Sociedad Anonima                                                                   | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      1381 | NS      | $16161.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Company Polyus                                                             | Public Joint Stock Company Polyus                                                             | CUSIP: N/A<br>LEI: 549300FUXVT7TF6ZKV71       | Long             | EC               | CORP              | RU        |       142 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                              | Air Products and Chemicals, Inc.                                                              | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13816.14     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                                     | Alcon Finance Corporation                                                                     | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $224870.94    | 0.05%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7461 | PA      | $6765.48      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3900 | PA      | $3651.62      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                                                                      | Shurgard Self Storage SA                                                                      | CUSIP: N/A<br>LEI: 549300J0UEIKU81XO336       | Long             | EC               | CORP              | LU        |       845 | NS      | $38844.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                             | InterContinental Hotels Group PLC                                                             | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       639 | NS      | $36751.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117753 | PA      | $106774.06    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257091 | PA      | $229987.30    | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                                 | Alibaba Group Holding Limited                                                                 | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      1084 | NS      | $95489.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                            | Alliant Holdings Intermediate, LLC                                                            | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123508.09    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12154 | PA      | $12168.64     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                         | Gulfport Energy Operating Corporation                                                         | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217916.96    | 0.05%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                                    | Allison Transmission, Inc.                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127527.12    | 0.03%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    420000 | PA      | $364582.97    | 0.08%             | 2038-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                                          | Kansas City Southern                                                                          | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $128478.95    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                                       | Pricoa Global Funding I                                                                       | CUSIP: 741531FA0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595908.84    | 0.13%             | 2023-09-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                                    | Avery Dennison Corporation                                                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       921 | NS      | $166701.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     71167 | NS      | $2357051.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                                                                 | ProLogis Inc.                                                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     11050 | NS      | $1245666.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis, L.P.                                                                                | ProLogis, L.P.                                                                                | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390570.43    | 0.09%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                               | COLT 2020-3 Mortgage Loan Trust                                                               | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14284 | PA      | $13113.56     | 0.00%             | 2065-04-27      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                               | CSX Corporation                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     30678 | NS      | $950404.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel N.V.                                                                               | Akzo Nobel N.V.                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      7410 | NS      | $497507.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                                   | Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                                   | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |      4736 | NS      | $480349.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris Limited                                                                                | Steris Limited                                                                                | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |       388 | NS      | $71659.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Journey Personal Care Corp.                                                                   | Journey Personal Care Corp.                                                                   | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275800 | PA      | $200092.90    | 0.04%             | 2024-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                                  | Connecticut Avenue Securities Trust 2021-R01                                                  | CUSIP: 20754LAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52006 | PA      | $51310.14     | 0.01%             | 2041-12-26      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                             | Consolidated Communications, Inc.                                                             | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $221929.57    | 0.05%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                | Protective Life Global Funding                                                                | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230952.00    | 0.05%             | 2023-06-09      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Terrier Media Buyer, Inc.                                                                     | Terrier Media Buyer, Inc.                                                                     | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $180575.52    | 0.04%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                    | CrowdStrike Holdings, Inc.                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       707 | NS      | $74440.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       700 | NS      | $94948.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                                                                      | Darling Ingredients Inc.                                                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      1772 | NS      | $110909.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39349 | PA      | $35571.99     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J8YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191860 | PA      | $197023.02    | 0.04%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13646 | PA      | $12961.40     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8744 | PA      | $8543.24      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QDCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131513 | PA      | $124311.95    | 0.03%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39290 | PA      | $37957.82     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82794 | PA      | $80212.00     | 0.02%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212924 | PA      | $179614.46    | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275188 | PA      | $246434.42    | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                                    | Great Wolf Trust 2019-WOLF                                                                    | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $90496.34     | 0.02%             | 2036-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                                          | HCA Healthcare, Inc.                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3209 | NS      | $770031.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Howard Hughes Corporation                                                                 | The Howard Hughes Corporation                                                                 | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       204 | NS      | $15589.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                                                                       | MasterCard Incorporated                                                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6947 | NS      | $2415680.31   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                                          | McKesson Corporation                                                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       384 | NS      | $144046.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                                                           | Moody's Corporation                                                                           | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $245596.11    | 0.06%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252174.51    | 0.06%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Worley Limited                                                                                | Worley Limited                                                                                | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |     51963 | NS      | $530246.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                                             | OMRON Corporation                                                                             | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      4000 | NS      | $194077.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                     | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       294 | NS      | $248144.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                                                  | ViaSat, Inc.                                                                                  | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $202996.85    | 0.05%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                                 | Vistra Operations Company LLC                                                                 | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134350.39    | 0.03%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                      | Spectrum Management Holding Company, LLC                                                      | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    425000 | PA      | $403966.62    | 0.09%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156777.55    | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                                  | VMware, Inc.                                                                                  | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    320000 | PA      | $279174.24    | 0.06%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| West Virginia Hospital Finance Authority                                                      | West Virginia Hospital Finance Authority                                                      | CUSIP: 956708AA9<br>LEI: 549300VG6M2WRQ7E7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262032.69    | 0.06%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, Inc.                                                                              | Wheel Pros, Inc.                                                                              | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $112510.19    | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                            | Svenska Cellulosa Aktiebolaget SCA                                                            | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |      1964 | NS      | $24869.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117605.96    | 0.03%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                              | WestRock Company                                                                              | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1365 | NS      | $47993.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Limited                                                                               | South32 Limited                                                                               | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |    149399 | NS      | $413540.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                         | Cellnex Telecom, S.A.                                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       736 | NS      | $24473.91     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                                             | AIA Group Limited                                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     25200 | NS      | $277940.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Society Mining And Metallurgical Company Norilsk Nickel                    | Public Joint Stock Society Mining And Metallurgical Company Norilsk Nickel                    | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |       155 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Orla Mining Ltd.                                                                              | Orla Mining Ltd.                                                                              | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Long             | EC               | CORP              | CA        |      8201 | NS      | $33191.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Logistics Park Investment Corporation                                          | Mitsui Fudosan Logistics Park Investment Corporation                                          | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         9 | NS      | $32913.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                                    | Recruit Holdings Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     15600 | NS      | $498267.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                     | Aptiv PLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       243 | NS      | $22630.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen B.V.                                                                                    | Adyen B.V.                                                                                    | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       251 | NS      | $348290.56    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                                           | Johnson Matthey PLC                                                                           | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     16678 | NS      | $429612.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                  | Bausch Health Companies Inc.                                                                  | CUSIP: C9413PBD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268125 | PA      | $202882.14    | 0.05%             | 2027-01-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                             | ASML Holding N.V.                                                                             | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1700 | NS      | $928880.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                                       | NXP Semiconductors N.V.                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      4460 | NS      | $704813.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                                                                               | Bombardier Inc.                                                                               | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238523.55    | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                                     | Coty Inc.                                                                                     | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    295000 | PA      | $266887.09    | 0.06%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                    | Amgen Inc.                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2299 | NS      | $603809.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Communications, Inc.                                                                      | Cox Communications, Inc.                                                                      | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $176871.94    | 0.04%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                                    | Exeter Automobile Receivables Trust 2022-2                                                    | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $106147.88    | 0.02%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                          | Amphenol Corporation                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       100 | NS      | $7614.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                          | Analog Devices, Inc.                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       500 | NS      | $82015.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                         | Elevance Health, Inc.                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5947 | NS      | $3050632.59   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                                    | Apple Inc.                                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     73274 | NS      | $9520490.82   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                        | CMS Energy Corporation                                                                        | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93125.48     | 0.02%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    121039 | PA      | $108945.94    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51103 | PA      | $46865.15     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                                          | Kansas City Southern                                                                          | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181586.64    | 0.04%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                               | UPM-Kymmene Oyj                                                                               | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      1422 | NS      | $53292.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                      | Bayer Aktiengesellschaft                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     13580 | NS      | $705170.43    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                      | Nippon Steel Corporation                                                                      | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      5800 | NS      | $100689.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13200 | PA      | $9024.05      | 0.00%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $587559.38    | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11200 | PA      | $13516.11     | 0.00%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                           | Expedia Group, Inc.                                                                           | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72075.56     | 0.02%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                     | MSCI Inc.                                                                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       517 | NS      | $240492.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW 2019-2 LLC                                                                                | MVW 2019-2 LLC                                                                                | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32585 | PA      | $30734.14     | 0.01%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                      | Marvell Technology, Inc.                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7938 | NS      | $294023.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    260000 | PA      | $212216.89    | 0.05%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                            | Altria Group, Inc.                                                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183424.30    | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                              | Amazon.com, Inc.                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199919.21    | 0.04%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-3                                                               | Angel Oak Mortgage Trust 2020-3                                                               | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33217 | PA      | $29724.64     | 0.01%             | 2024-06-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                           | Anheuser-Busch InBev Worldwide Inc.                                                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273508.18    | 0.06%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apartment Income REIT Corp.                                                                   | Apartment Income REIT Corp.                                                                   | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830 | NS      | $28477.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                                                              | ERO Copper Corp.                                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $275523.88    | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                             | Eversource Energy                                                                             | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92115.13     | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59105 | PA      | $55924.62     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2655 | PA      | $2644.60      | 0.00%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190110 | PA      | $189339.63    | 0.04%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12977 | PA      | $11767.23     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3796 | PA      | $3553.72      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66201 | PA      | $66633.36     | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       139 | PA      | $142.26       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275884 | PA      | $239389.99    | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331803 | PA      | $333649.65    | 0.07%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3593 | PA      | $3597.42      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                | Public Storage                                                                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1406 | NS      | $393947.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                                | Public Storage                                                                                | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106502.14    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                                                            | Pure Storage, Inc.                                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1700 | NS      | $45492.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC, Inc.                                                                                     | QVC, Inc.                                                                                     | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    275000 | PA      | $225295.13    | 0.05%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                             | RELX Capital Inc.                                                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81128.40     | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                                              | Towd Point Mortgage Trust 2017-4                                                              | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103897 | PA      | $96004.01     | 0.02%             | 2025-02-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD Point Mortgage Trust 2018-5                                                              | TOWD Point Mortgage Trust 2018-5                                                              | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89908 | PA      | $84032.82     | 0.02%             | 2025-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                                    | TransUnion                                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      2150 | NS      | $122012.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Company Pty Ltd                                                            | Transurban Finance Company Pty Ltd                                                            | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $114133.00    | 0.03%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Incorporated                                                            | Triton Water Holdings Incorporated                                                            | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $251136.45    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                           | Vertex Pharmaceuticals Incorporated                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       549 | NS      | $158540.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                             | Verus Securitization Trust 2020-1                                                             | CUSIP: 92536PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $147577.08    | 0.03%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                                     | WFRBS Commercial Mortgage Trust 2014-LC14                                                     | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $112088.27    | 0.03%             | 2024-01-18      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                             | Yum! Brands, Inc.                                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    255000 | PA      | $213691.91    | 0.05%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                                | Moncler S.p.A.                                                                                | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      9450 | NS      | $503145.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163938.76    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                                           | Acadia Realty Trust                                                                           | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4902 | NS      | $70343.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings Inc.                                                                       | Chubb INA Holdings Inc.                                                                       | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87001.89     | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                                  | Advanced Micro Devices, Inc.                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     12355 | NS      | $800233.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                              | Air Products and Chemicals, Inc.                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       897 | NS      | $276509.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                                                         | Albemarle Corporation                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        96 | NS      | $20818.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                         | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1465 | NS      | $213406.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                                                                 | AmerisourceBergen Corporation                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2494 | NS      | $413280.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Close Brothers Group PLC                                                                      | Close Brothers Group PLC                                                                      | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | EC               | CORP              | GB        |      9027 | NS      | $113272.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                      | Lloyds Banking Group PLC                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    776519 | NS      | $427724.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                           | Celulosa Arauco y Constitucion S.A.                                                           | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186729.56    | 0.04%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                           | Centene Corporation                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     10229 | NS      | $838880.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                                         | The Coca-Cola Company                                                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     13563 | NS      | $862742.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                                    | Cognizant Technology Solutions Corporation                                                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       718 | NS      | $41062.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                                     | Colgate-Palmolive Company                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       589 | NS      | $46407.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                         | Dominion Energy, Inc.                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      8685 | NS      | $532564.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Doordash, Inc.                                                                                | Doordash, Inc.                                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2251 | NS      | $109893.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J5L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70762 | PA      | $70236.69     | 0.02%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200122 | PA      | $208437.44    | 0.05%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51362 | PA      | $46587.73     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    161311 | PA      | $150827.96    | 0.03%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129332 | PA      | $111541.27    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140LPMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    126188 | PA      | $107370.79    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    259453 | PA      | $220764.03    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140LS5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    573642 | PA      | $497843.12    | 0.11%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                                    | ANZ Group Holdings Limited                                                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |     25690 | NS      | $413336.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings, Inc.                                                                      | TechnoPro Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538001DJ8I5PJQNHU53       | Long             | EC               | CORP              | JP        |     18600 | NS      | $492930.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| FleetCor Technologies, Inc.                                                                   | FleetCor Technologies, Inc.                                                                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1709 | NS      | $313909.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25936 | PA      | $24394.83     | 0.01%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                                                   | Host Hotels & Resorts, Inc.                                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1717 | NS      | $27557.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                                                                      | Magna International Inc.                                                                      | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     12134 | NS      | $681688.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                                                 | Alfa Laval AB                                                                                 | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |       992 | NS      | $28673.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina                                                                                        | Gecina                                                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |       146 | NS      | $14907.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                                 | Heineken N.V.                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      3114 | NS      | $293730.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance Designated Activity Company                                     | SMBC Aviation Capital Finance Designated Activity Company                                     | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348270.45    | 0.08%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                       | SMB Private Education Loan Trust 2021-A                                                       | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220758 | PA      | $189004.32    | 0.04%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-B                                                       | SMB Private Education Loan Trust 2016-B                                                       | CUSIP: 78449GAC3<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-CBDO         | CORP              | US        |     97581 | PA      | $96523.80     | 0.02%             | 2025-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-A                                                       | SMB Private Education Loan Trust 2020-A                                                       | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69207 | PA      | $62998.80     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                              | TotalEnergies SE                                                                              | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3083 | NS      | $191392.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                                  | Norfolk Southern Corporation                                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2127 | NS      | $524135.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                              | Novo Nordisk A/S                                                                              | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       300 | NS      | $40602.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                                                            | Veeva Systems Inc.                                                                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1111 | NS      | $179293.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                               | Norsk Hydro ASA                                                                               | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     14264 | NS      | $107256.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                                       | Applied Materials, Inc.                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4433 | NS      | $431685.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Bar Gruppe AG                                                                          | Julius Bar Gruppe AG                                                                          | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      9762 | NS      | $571034.39    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                                         | Arista Networks, Inc.                                                                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1233 | NS      | $149624.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                               | AstraZeneca PLC                                                                               | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     37210 | NS      | $2522838.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226147.66    | 0.05%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                           | Cisco Systems, Inc.                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2601 | NS      | $123911.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                                                  | Invesco Ltd.                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      2005 | NS      | $36069.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                               | Medtronic, Inc.                                                                               | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |       836 | NS      | $64973.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Funding, LLC                                                                    | Driven Brands Funding, LLC                                                                    | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125125 | PA      | $115280.09    | 0.03%             | 2026-04-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO, Ltd.                                                                           | Dryden 77 CLO, Ltd.                                                                           | CUSIP: 26252VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $243117.75    | 0.05%             | 2034-05-22      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-1                                                          | Mill City Mortgage Loan Trust 2018-1                                                          | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85124 | PA      | $81104.64     | 0.02%             | 2024-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Millennium Escrow Corporation                                                                 | Millennium Escrow Corporation                                                                 | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $92302.20     | 0.02%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                | Morgan Stanley                                                                                | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256569.25    | 0.06%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOKYU REIT, Inc.                                                                              | TOKYU REIT, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        11 | NS      | $17353.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $792520.31    | 0.18%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $553656.25    | 0.12%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $89890.62     | 0.02%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1184056.25   | 0.27%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                 | Boston Scientific Corporation                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       600 | NS      | $27762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                                                        | Bright Horizons Family Solutions, Inc.                                                        | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      1190 | NS      | $75089.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BroadStreet Partners, Inc.                                                                    | BroadStreet Partners, Inc.                                                                    | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $240694.93    | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                                | Community Health Systems, Inc.                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79304.91     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                                 | Corteva, Inc.                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       700 | NS      | $41146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                                                 | Datadog, Inc.                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1324 | NS      | $97314.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    302461 | PA      | $257878.47    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74420 | PA      | $75310.03     | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XHCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43681 | PA      | $42637.28     | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    448573 | PA      | $421241.18    | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    835000 | PA      | $848101.99    | 0.19%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12336 | PA      | $12477.70     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                             | FedEx Corporation                                                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       710 | NS      | $122972.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                                     | Ellington Financial Mortgage Trust 2021-2                                                     | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64185 | PA      | $51496.73     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                                     | Ellington Financial Mortgage Trust 2019-2                                                     | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21063 | PA      | $19261.54     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                      | American Express Company                                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1504 | NS      | $222216.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                 | Ford Motor Credit Company LLC                                                                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164264.07    | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KBK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15444 | PA      | $15380.52     | 0.00%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                               | BlackRock, Inc.                                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       196 | NS      | $138891.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust 2021-1                                                                | CarMax Auto Owner Trust 2021-1                                                                | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $115884.04    | 0.03%             | 2025-02-17      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36183W6J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66233 | PA      | $61655.40     | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                   | Great Lakes Water Authority                                                                   | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $46081.54     | 0.01%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                                   | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1322 | NS      | $213529.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                                                          | Crown Holdings, Inc.                                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       373 | NS      | $30664.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                                  | Hasbro, Inc.                                                                                  | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148933.38    | 0.03%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                              | Hess Corporation                                                                              | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142867.22    | 0.03%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                  | Cummins Inc.                                                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1773 | NS      | $429580.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                                            | DTE Energy Company                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2971 | NS      | $349181.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                                     | Sampo Oyj                                                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |     16205 | NS      | $847369.09    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                         | Microsoft Corporation                                                                         | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71280.63     | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                               | Hess Infrastructure Partners LP                                                               | CUSIP: 428102AE7<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180082.41    | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Houston, City of                                                                              | Houston, City of                                                                              | CUSIP: 442349ET9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     70000 | PA      | $56614.49     | 0.01%             | 2031-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                                      | Morgan Stanley Capital I Trust 2014-150E                                                      | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $202403.26    | 0.05%             | 2024-09-11      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                      | NGL Energy Operating LLC                                                                      | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $289480.82    | 0.06%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                              | Jaguar Land Rover Automotive PLC                                                              | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $188680.02    | 0.04%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMG Holding Company, Inc.                                                                     | NMG Holding Company, Inc.                                                                     | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $202217.20    | 0.05%             | 2026-04-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                              | Navient Private Education Refi Loan Trust 2019-C                                              | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87959 | PA      | $82965.16     | 0.02%             | 2028-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DENSO Corporation                                                                             | DENSO Corporation                                                                             | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      8800 | NS      | $432066.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                                                    | Nippon Telegraph and Telephone Corporation                                                    | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     56400 | NS      | $1610233.40   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $161765.64    | 0.04%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                                    | Corebridge Financial, Inc.                                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     15670 | NS      | $314340.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                       | Corporacion Nacional del Cobre de Chile                                                       | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $266900.80    | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                       | Molina Healthcare, Inc.                                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       460 | NS      | $151901.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                                                                 | MongoDB, Inc.                                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1541 | NS      | $303330.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                                                                     | AT&T Inc.                                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $171767.06    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                       | American Airlines, Inc.                                                                       | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247012.24    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                              | Canadian Pacific Railway Limited                                                              | CUSIP: 13645T100<br>LEI: 54930036474DURYNB481 | Long             | EC               | CORP              | CA        |      2168 | NS      | $161711.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    110839 | PA      | $109496.70    | 0.02%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64278 | PA      | $60819.32     | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                    | Constellation Brands, Inc.                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1399 | NS      | $324218.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29138 | PA      | $25296.64     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132D6CG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21737 | PA      | $21217.99     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28010 | PA      | $27314.58     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    234556 | PA      | $223032.78    | 0.05%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9263 | PA      | $9368.35      | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    196708 | PA      | $186597.41    | 0.04%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138ETZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    164461 | PA      | $166426.94    | 0.04%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207289 | PA      | $193521.91    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    219894 | PA      | $204533.70    | 0.05%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM2                                                 | New Residential Mortgage Loan Trust 2020-NQM2                                                 | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20643 | PA      | $18954.71     | 0.00%             | 2025-07-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                            | Taiwan Semiconductor Manufacturing Company Limited                                            | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      2544 | NS      | $189502.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93863.19     | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                                           | JPMBB Commercial Mortgage Securities Trust 2014-C23                                           | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $105807.03    | 0.02%             | 2024-09-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                           | Sumitomo Mitsui Trust Bank, Limited                                                           | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      8600 | NS      | $299909.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                                                | Hongkong Land Holdings Limited                                                                | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |     11500 | NS      | $53807.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111606 | PA      | $91497.73     | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29071 | PA      | $24990.04     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                         | Honda Motor Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      7700 | NS      | $175413.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Limited                                                                                   | IGO Limited                                                                                   | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |    122057 | NS      | $1123974.95   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220905 | PA      | $201150.40    | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                               | Hess Infrastructure Partners LP                                                               | CUSIP: 428102AF4<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50581.87     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockwool A/S                                                                                  | Rockwool A/S                                                                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        82 | NS      | $19309.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Koninklijke Philips N.V.                                                                      | Koninklijke Philips N.V.                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     23424 | NS      | $351695.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                                 | New Residential Mortgage Loan Trust 2022-INV1                                                 | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202515 | PA      | $163688.81    | 0.04%             | 2043-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                           | SoftBank Group Corp                                                                           | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      5700 | NS      | $240721.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                                                         | Paycom Software, Inc.                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       216 | NS      | $67026.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                                                         | Qualcomm Incorporated                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1983 | NS      | $218011.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co.,Ltd.                                                                     | Largan Precision Co.,Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $132962.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co., Ltd.                                                                | Kyoritsu Maintenance Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Long             | EC               | CORP              | JP        |       500 | NS      | $22346.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scih Salt Holdings Inc.                                                                       | Scih Salt Holdings Inc.                                                                       | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $233867.83    | 0.05%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $671531.25    | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Ltd                                                                   | Kirin Holdings Company, Ltd                                                                   | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     18700 | NS      | $284931.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Korea Zinc Co., Ltd.                                                                          | Korea Zinc Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 988400D0HSQUB1I1VO41       | Long             | EC               | CORP              | KR        |        33 | NS      | $14796.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3100 | PA      | $3563.40      | 0.00%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30800 | PA      | $37172.48     | 0.01%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                            | Omnicom Group Inc.                                                                            | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97742.11     | 0.02%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                                               | Sun Hung Kai Properties Limited                                                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      4000 | NS      | $54664.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                                    | Otis Worldwide Corporation                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1499 | NS      | $117386.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas And Electric Company                                                              | Pacific Gas And Electric Company                                                              | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115591.87    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                                                   | Nestle S.A.                                                                                   | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     23121 | NS      | $2677788.55   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                   | Equinor ASA                                                                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     40467 | NS      | $1459641.20   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                              | EssilorLuxottica                                                                              | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      3617 | NS      | $658084.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                           | SVB Financial Group                                                                           | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       301 | NS      | $69272.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                                | The Charles Schwab Corporation                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10989 | NS      | $914944.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                                                        | Sealed Air Corporation                                                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2394 | NS      | $119412.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                                                          | Voya Financial, Inc.                                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       438 | NS      | $26932.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    535000 | PA      | $382464.71    | 0.09%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1549023.35   | 0.35%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18900 | PA      | $17759.92     | 0.00%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                          | Weyerhaeuser Company                                                                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     11744 | NS      | $364064.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesdome Gold Mines Ltd                                                                        | Wesdome Gold Mines Ltd                                                                        | CUSIP: 95083R100<br>LEI: 529900DCBALMLHZPLR10 | Long             | EC               | CORP              | CA        |     18893 | NS      | $104371.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                                                  | Unilever PLC                                                                                  | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     28798 | NS      | $1461271.68   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group, S.A.                                                                        | Amadeus IT Group, S.A.                                                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      7106 | NS      | $370022.36    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                                                           | WillScot Mobile Mini Holdings Corp.                                                           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      2583 | NS      | $116674.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Oyj                                                                             | Metso Outotec Oyj                                                                             | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |     13016 | NS      | $134600.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                                                | TechnipFMC PLC                                                                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      3977 | NS      | $48479.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company                                                     | Trane Technologies Public Limited Company                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      1316 | NS      | $221206.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc.                                                                                       | XP Inc.                                                                                       | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     11058 | NS      | $169629.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                                       | Ausgrid Finance Pty Ltd                                                                       | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | US        |    209000 | PA      | $207843.04    | 0.05%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                                | AutoZone, Inc.                                                                                | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222965.51    | 0.05%             | 2023-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                                | AutoZone, Inc.                                                                                | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141202.42    | 0.03%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RDC5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    395000 | PA      | $388165.20    | 0.09%             | 2024-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                                    | Avis Budget Rental Car Funding (AESOP) LLC                                                    | CUSIP: 05377RDM3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $158125.26    | 0.04%             | 2024-09-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS2 Mortgage Trust                                                                 | COMM 2014-UBS2 Mortgage Trust                                                                 | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $383746.24    | 0.09%             | 2024-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                                                | Carnival Holdings Bermuda Ltd.                                                                | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61589.15     | 0.01%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                                   | Carvana Co.                                                                                   | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    135000 | PA      | $63411.70     | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                                                             | Equity Lifestyle Properties, Inc.                                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      6138 | NS      | $396514.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53458 | PA      | $48221.48     | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38664 | PA      | $36716.14     | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59883 | PA      | $54354.65     | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131521 | PA      | $127048.90    | 0.03%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X7A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13692 | PA      | $12942.65     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X7NP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91511 | PA      | $89859.40     | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                                               | Granite US Holdings Corporation                                                               | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $233735.27    | 0.05%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                                           | Abbott Laboratories                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2324 | NS      | $255151.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                            | Altria Group, Inc.                                                                            | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18794.48     | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. De C.V.                                                                 | America Movil, S.A.B. De C.V.                                                                 | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213560.20    | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                     | American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                     | CUSIP: 02377LAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    337127 | PA      | $278921.84    | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                         | American Homes 4 Rent                                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5027 | NS      | $151513.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                              | Ball Corporation                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      3170 | NS      | $162113.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                       | The Bank of New York Mellon Corporation                                                       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1010 | NS      | $45975.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                                 | Becton, Dickinson and Company                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      8414 | NS      | $2139680.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2021-III Ltd                                                                     | CIFC Funding 2021-III Ltd                                                                     | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $244069.75    | 0.05%             | 2036-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                              | Cameron LNG, LLC                                                                              | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46395.63     | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                            | Teleperformance SE                                                                            | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      1891 | NS      | $451857.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                                       | Asahi Kasei Corporation                                                                       | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     49400 | NS      | $351302.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                              | Cameron LNG, LLC                                                                              | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39577.95     | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc.                                                                       | Sun Life Financial Inc.                                                                       | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     17955 | NS      | $833435.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                                                  | Grupo Mexico, S.A.B. de C.V.                                                                  | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |      9244 | NS      | $32452.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd.                                                                      | Toromont Industries Ltd.                                                                      | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      1272 | NS      | $91792.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.                                                   | The Hartford Financial Services Group, Inc.                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      9520 | NS      | $721901.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                        | Hilton Domestic Operating Company Inc.                                                        | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200102.34    | 0.04%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                                                           | J. B. Hunt Transport Services, Inc.                                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       772 | NS      | $134605.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                                            | Huntington Bancshares Incorporated                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     19372 | NS      | $273145.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                                                                | Magnolia Oil & Gas Corporation                                                                | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2092 | NS      | $49057.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                                  | Marriott International, Inc.                                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1384 | NS      | $206063.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                            | ABN AMRO Bank N.V.                                                                            | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314340.00    | 0.07%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGCO Corporation                                                                              | AGCO Corporation                                                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       194 | NS      | $26905.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                               | Antofagasta PLC                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     29313 | NS      | $553477.76    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard, Inc.                                                                     | Activision Blizzard, Inc.                                                                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      5080 | NS      | $388874.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Finance Corp.                                                                        | NiSource Finance Corp.                                                                        | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117263.70    | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank AB                                                                                | Nordea Bank AB                                                                                | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231027.60    | 0.05%             | 2023-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Group Public Limited Company                                                          | Ashtead Group Public Limited Company                                                          | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      9408 | NS      | $540080.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                             | BHP Group Limited                                                                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     21991 | NS      | $687691.03    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                 | Enbridge Inc.                                                                                 | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264395.18    | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                                   | West Fraser Timber Co. Ltd.                                                                   | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       168 | NS      | $12130.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC Public Limited Company                                                                    | DCC Public Limited Company                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      6712 | NS      | $331605.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC(The)                                                                           | Weir Group PLC(The)                                                                           | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |      7375 | NS      | $149715.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                                     | Central Texas Regional Mobility Authority                                                     | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $223245.60    | 0.05%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ChampionX Corporation                                                                         | ChampionX Corporation                                                                         | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      1121 | NS      | $32497.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                                           | Chevron Corporation                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10491 | NS      | $1883029.59   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                           | Comcast Corporation                                                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173315.74    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties Real Estate Investment Trust                                    | Canadian Apartment Properties Real Estate Investment Trust                                    | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |       987 | NS      | $31111.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EG Global Finance PLC                                                                         | EG Global Finance PLC                                                                         | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346000.00    | 0.08%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc.                                                                        | Element Solutions Inc.                                                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      1257 | NS      | $22864.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    145650 | PA      | $123612.05    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                               | Old Dominion Freight Line, Inc.                                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1522 | NS      | $431913.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                                    | PACCAR Inc                                                                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1379 | NS      | $136479.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DMPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32349 | PA      | $33241.68     | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2557315 | PA      | $2089359.37   | 0.47%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                              | Packaging Corporation of America                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1197 | NS      | $153108.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                                 | PepsiCo, Inc.                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2716 | NS      | $490672.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122864 | PA      | $100381.84    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1357164 | PA      | $1152030.02   | 0.26%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                                                             | PerkinElmer, Inc.                                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1944 | NS      | $272587.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                                                   | Pfizer Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      8329 | NS      | $426777.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    278743 | PA      | $249175.05    | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                                | Fortinet, Inc.                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3883 | NS      | $189839.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                                                                   | Southern Copper Corporation                                                                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1116 | NS      | $67395.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                                      | Spirit AeroSystems, Inc.                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    335000 | PA      | $270512.50    | 0.06%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                       | L'Oreal                                                                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      2179 | NS      | $780764.55    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                           | Intesa Sanpaolo SPA                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    118076 | NS      | $262709.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182820.09    | 0.04%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                                | Synopsys, Inc.                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2838 | NS      | $906145.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                       | Fresenius SE & Co. KGaA                                                                       | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     15376 | NS      | $433899.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                           | Ingersoll Rand Inc.                                                                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      4072 | NS      | $212762.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Asia Metals PLC                                                                       | Central Asia Metals PLC                                                                       | CUSIP: N/A<br>LEI: 213800EYQBJZIT64NH43       | Long             | EC               | CORP              | GB        |     17579 | NS      | $53183.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corporation Public Limited Company                                                      | Eaton Corporation Public Limited Company                                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      6158 | NS      | $966498.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90567.85     | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                                           | OBX 2019-EXP3 Trust                                                                           | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18274 | PA      | $16144.60     | 0.00%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                                                  | Linde Public Limited Company                                                                  | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |      3365 | NS      | $1097595.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio, L.P.                                                                         | Essex Portfolio, L.P.                                                                         | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $493066.93    | 0.11%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274973 | PA      | $261777.61    | 0.06%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                            | Taiwan Semiconductor Manufacturing Company Limited                                            | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    100000 | NS      | $1454169.92   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Bank, National Association                                                                | PNC Bank, National Association                                                                | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273859.99    | 0.06%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                     | AT&T Inc.                                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    290000 | PA      | $227613.95    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                             | CCO Holdings, LLC                                                                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $218900.39    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                                                  | Shopify Inc.                                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      6874 | NS      | $238596.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                                                                | Signature Bank                                                                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       663 | NS      | $76390.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DKT Finance ApS                                                                               | DKT Finance ApS                                                                               | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $197892.41    | 0.04%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37328 | PA      | $37756.09     | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                                 | The Travelers Companies, Inc.                                                                 | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |      7163 | NS      | $1342990.87   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                                                | United Airlines Holdings, Inc.                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1470 | NS      | $55419.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                                                                 | Amcor Pty Ltd                                                                                 | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | GB        |     25666 | NS      | $307646.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Limited                                                          | Beijing Enterprises Holdings Limited                                                          | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |     50500 | NS      | $161477.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43806 | PA      | $42210.05     | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208814 | PA      | $209083.17    | 0.05%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1119349 | PA      | $972068.66    | 0.22%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ion Trading Technologies S.a r.l.                                                             | Ion Trading Technologies S.a r.l.                                                             | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171118.32    | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NTT DATA Corporation                                                                          | NTT DATA Corporation                                                                          | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |     51400 | NS      | $747627.28    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                             | BHP Group Limited                                                                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     29901 | NS      | $925825.37    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                                | Weatherford International Ltd.                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    236000 | PA      | $227894.18    | 0.05%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| IPSEN                                                                                         | IPSEN                                                                                         | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      1660 | NS      | $178717.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133APV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108902 | PA      | $92560.30     | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133ATLD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     93825 | PA      | $92991.44     | 0.02%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Corporation Limited                                               | Housing Development Finance Corporation Limited                                               | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |     14351 | NS      | $457948.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                        | DBS Group Holdings Ltd                                                                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     15500 | NS      | $391497.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                                  | Fidelity National Information Services, Inc.                                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2800 | NS      | $189980.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-INV1                                                 | GS Mortgage-Backed Securities Trust 2020-INV1                                                 | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80372 | PA      | $67181.78     | 0.02%             | 2041-11-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                                 | The Goldman Sachs Group, Inc.                                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4310 | NS      | $1479967.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                                       | Hyundai Capital America                                                                       | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $211324.31    | 0.05%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                            | Mitsubishi UFJ Financial Group Inc                                                            | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     71600 | NS      | $483246.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                                                       | KT Corp                                                                                       | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     11898 | NS      | $318320.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                                   | Tokio Marine Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     39900 | NS      | $854582.07    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                                       | BlueScope Steel Limited                                                                       | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      6489 | NS      | $74248.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                                  | Nutrien Ltd.                                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     12227 | NS      | $892937.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corporation                                                                               | SMC Corporation                                                                               | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       500 | NS      | $209548.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2016-JP2                                           | JPMCC Commercial Mortgage Securities Trust 2016-JP2                                           | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $388072.24    | 0.09%             | 2026-07-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                                      | Kimco Realty Corporation                                                                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      1497 | NS      | $31706.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                                    | Samsung Electronics Co Ltd                                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     20544 | NS      | $901005.17    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                      | Suzuki Motor Corporation                                                                      | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      9700 | NS      | $310791.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co.Ltd.                                                                                   | THK Co.Ltd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10000 | NS      | $188494.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| PSMC 2021-2 Trust                                                                             | PSMC 2021-2 Trust                                                                             | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206412 | PA      | $177417.87    | 0.04%             | 2027-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                                         | Palmer Square CLO Ltd                                                                         | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $248411.06    | 0.06%             | 2034-07-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                                   | Novartis AG                                                                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     14621 | NS      | $1323038.51   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                              | Roche Holding AG                                                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |      4958 | NS      | $1557669.39   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                                              | ServiceNow, Inc.                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3892 | NS      | $1511146.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                                                  | The Sherwin-Williams Company                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      4288 | NS      | $1017671.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                                    | Simon Property Group, Inc.                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2654 | NS      | $311791.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, L.P.                                                                    | Simon Property Group, L.P.                                                                    | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281152.31    | 0.06%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                                                | Snowflake Inc.                                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       839 | NS      | $120430.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                                          | The Southern Company                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     32060 | NS      | $2289404.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                                        | Southwest Airlines Co.                                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2831 | NS      | $95319.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                                   | Block, Inc.                                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      3291 | NS      | $206806.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                  | Stanley Black & Decker, Inc.                                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1898 | NS      | $142577.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                                 | Starwood Mortgage Residential Trust 2019-INV1                                                 | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136345 | PA      | $128066.91    | 0.03%             | 2049-09-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Weibo Corporation                                                                             | Weibo Corporation                                                                             | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344057.00    | 0.08%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite Real Estate Investment Trust                                                          | Granite Real Estate Investment Trust                                                          | CUSIP: 387437114<br>LEI: 549300U7HUKRB4S4KZ73 | Long             | EC               | CORP              | CA        |       565 | NS      | $28825.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB International Finance II B.V.                                                             | LYB International Finance II B.V.                                                             | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301262.20    | 0.07%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladenburg Thalmann Financial Services Inc.                                                    | Ladenburg Thalmann Financial Services Inc.                                                    | CUSIP: 50575Q300<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               | CORP              | US        |      6495 | NS      | $113662.50    | 0.03%             | 2027-11-30      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                                      | Hamamatsu Photonics K.K.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8200 | NS      | $391865.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                                                    | Saia, Inc.                                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       430 | NS      | $90162.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                              | Salesforce, Inc.                                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $250097.20    | 0.06%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Tesla Inc.                                                                                    | Tesla Inc.                                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      9129 | NS      | $1124510.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                                      | The Allstate Corporation                                                                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3785 | NS      | $513246.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                                            | Ameren Corporation                                                                            | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      5425 | NS      | $482391.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2021-LGCY                                                                            | BX Trust 2021-LGCY                                                                            | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $275849.63    | 0.06%             | 2036-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QNM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141178 | PA      | $126908.30    | 0.03%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X5WP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    274348 | PA      | $251848.16    | 0.06%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    471098 | PA      | $385481.82    | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    507598 | PA      | $446180.57    | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    215053 | PA      | $176440.49    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       547 | PA      | $533.99       | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2020-1                                                              | Nelnet Student Loan Trust 2020-1                                                              | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62752 | PA      | $62353.22     | 0.01%             | 2068-03-26      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                              | Nelnet Student Loan Trust 2021-C                                                              | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267130 | PA      | $236005.37    | 0.05%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                             | Ross Stores, Inc.                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     10398 | NS      | $1206895.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                                     | Shell PLC                                                                                     | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     10590 | NS      | $603100.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                                         | Starbucks Corporation                                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3002 | NS      | $297798.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                                                          | Steel Dynamics, Inc.                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2300 | NS      | $224710.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                                                                  | Cactus, Inc.                                                                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       761 | NS      | $38247.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                                                         | Sun Communities, Inc.                                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       100 | NS      | $14300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                     | Union Pacific Corporation                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1750 | NS      | $362372.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                                 | Thermo Fisher Scientific Inc.                                                                 | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $114226.95    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                              | Gobierno Federal de los Estados Unidos Mexicanos                                              | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    360000 | PA      | $289246.32    | 0.06%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                          | Conagra Brands, Inc.                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3672 | NS      | $142106.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crestwood Equity Partners LP                                                                  | Crestwood Equity Partners LP                                                                  | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               | CORP              | US        |     12040 | NS      | $104266.40    | 0.02%             | 2500-12-31      | Fixed         | 9.25%                 | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                                   | United Parcel Service, Inc.                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       408 | NS      | $70926.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                                               | UnitedHealth Group Incorporated                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7919 | NS      | $4198495.42   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                             | Crown Castle Inc.                                                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $200902.72    | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cubesmart, L.P.                                                                               | Cubesmart, L.P.                                                                               | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |      3425 | NS      | $137856.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                      | Daimler Trucks Finance North America LLC                                                      | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215246.13    | 0.05%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                                                    | Essex Property Trust, Inc.                                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       955 | NS      | $202383.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                                                      | Extra Space Storage Inc.                                                                      | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       708 | NS      | $104203.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group Inc.                                                                     | Liberty Mutual Group Inc.                                                                     | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99290.76     | 0.02%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                                 | MetLife, Inc.                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17240 | NS      | $1247658.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                                                     | NVR, Inc.                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        24 | NS      | $110701.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                                 | Netflix, Inc.                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3097 | NS      | $913243.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM5                                                 | New Residential Mortgage Loan Trust 2019-NQM5                                                 | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60492 | PA      | $54783.13     | 0.01%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                             | Cigna Corporation                                                                             | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494455.22    | 0.11%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                                | CME Group Inc.                                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       801 | NS      | $134696.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                  | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1106 | NS      | $177667.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                      | Mitsui Fudosan Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     39800 | NS      | $725170.93    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17000 | PA      | $20652.77     | 0.00%             | 2024-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                             | Yum! Brands, Inc.                                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2242 | NS      | $287155.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl Public Limited Company                                                                  | Bunzl Public Limited Company                                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      9489 | NS      | $316972.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-7                                                             | Verus Securitization Trust 2021-7                                                             | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310495 | PA      | $265957.33    | 0.06%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                         | Vodafone Group Public Limited Company                                                         | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     38182 | NS      | $386401.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                              | TotalEnergies SE                                                                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     25974 | NS      | $1633489.47   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                         | Camden Property Trust                                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1107 | NS      | $123851.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                                             | Capital One Financial Corporation                                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       200 | NS      | $18592.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1384743.75   | 0.31%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2100 | PA      | $2109.67      | 0.00%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PDV America, Inc.                                                                             | PDV America, Inc.                                                                             | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361070.11    | 0.08%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                                 | Clearway Energy Operating LLC                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    273000 | PA      | $227870.83    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                                                    | EastGroup Properties, Inc.                                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       533 | NS      | $78915.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                                  | Marriott International, Inc.                                                                  | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292900.77    | 0.07%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                   | Nationwide Building Society                                                                   | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $328516.60    | 0.07%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-F                                              | Navient Private Education Refi Loan Trust 2019-F                                              | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83946 | PA      | $77804.51     | 0.02%             | 2028-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                                | Murata Manufacturing Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      9300 | NS      | $461882.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                               | Renesas Electronics Corporation                                                               | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     23400 | NS      | $208427.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $622015.67    | 0.14%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3500 | PA      | $4212.05      | 0.00%             | 2026-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| L'air Liquide Societe Anonyme Pour L'etude Et L'exploitation Des Procedes Georges Claude      | L'air Liquide Societe Anonyme Pour L'etude Et L'exploitation Des Procedes Georges Claude      | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      4648 | NS      | $660786.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Osisko Mining Inc.                                                                            | Osisko Mining Inc.                                                                            | CUSIP: 688281104<br>LEI: 254900SJU6CW31RVHW15 | Long             | EC               | CORP              | CA        |      8624 | NS      | $22292.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94597 | PA      | $77819.28     | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Paper Company                                                                   | International Paper Company                                                                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2413 | NS      | $83562.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                             | Johnson & Johnson                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     16808 | NS      | $2969133.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                           | Erste Group Bank AG                                                                           | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      6885 | NS      | $221290.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                        | Kering                                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       926 | NS      | $473311.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                                        | Sanofi                                                                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     15661 | NS      | $1509300.02   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                    | Siemens Aktiengesellschaft                                                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     16248 | NS      | $2267235.80   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                                                     | Evotec SE                                                                                     | CUSIP: N/A<br>LEI: 529900F9KI6OYITO9B12       | Long             | EC               | CORP              | DE        |     10102 | NS      | $165846.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                     | Zurich Insurance Group AG                                                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1845 | NS      | $883816.63    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                                              | CyberAgent, Inc.                                                                              | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |     38800 | NS      | $341440.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                          | NextEra Energy, Inc.                                                                          | CUSIP: 65339F770<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EP               | CORP              | US        |      1224 | NS      | $62056.80     | 0.01%             | 2023-03-01      | Fixed         | 5.28%                 | No            |                  1 | On Loan: No      |
| Northwell Health, Inc.                                                                        | Northwell Health, Inc.                                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134525.30    | 0.03%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                          | Northwest Fiber, LLC                                                                          | CUSIP: 667449AD4<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236027.92    | 0.05%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                           | Novelis Corporation                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184112.26    | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                       | Berkshire Hathaway Inc.                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6937 | NS      | $2142839.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.Com Holdings Inc.                                                                        | Bill.Com Holdings Inc.                                                                        | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1992 | NS      | $217048.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                             | Nucor Corporation                                                                             | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236029.20    | 0.05%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                            | NVIDIA Corporation                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     16949 | NS      | $2476926.86   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                                                             | Pioneer Natural Resources Company                                                             | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1048 | NS      | $239352.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                                                                 | Reliance Steel & Aluminum Co.                                                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1242 | NS      | $251430.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation                                                       | Booz Allen Hamilton Holding Corporation                                                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       300 | NS      | $31356.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                                                                       | Boston Properties, Inc.                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       900 | NS      | $60822.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173557.86    | 0.04%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                                          | Stanford Health Care                                                                          | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119750.63    | 0.03%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80773 | PA      | $79896.08     | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140Q8VW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    761284 | PA      | $707631.71    | 0.16%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                            | T-Mobile USA, Inc.                                                                            | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |      8695 | NS      | $1217300.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                                                         | Teleflex Incorporated                                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       398 | NS      | $99352.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                                | Texas Instruments Incorporated                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6923 | NS      | $1143818.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                                                  | Textron Inc.                                                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1543 | NS      | $109244.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                                 | Thermo Fisher Scientific Inc.                                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3450 | NS      | $1899880.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                                                                  | TransDigm Group Incorporated                                                                  | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |       247 | NS      | $155523.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29393 | PA      | $28920.24     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185145 | PA      | $164811.79    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trimble Inc.                                                                                  | Trimble Inc.                                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1700 | NS      | $85952.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    174311 | PA      | $148481.42    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    349054 | PA      | $297331.25    | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    339557 | PA      | $288923.25    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    130117 | PA      | $106469.92    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines, LP                                                                       | Boardwalk Pipelines, LP                                                                       | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94982.53     | 0.02%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                                  | Costco Wholesale Corporation                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1014 | NS      | $462891.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32995 | PA      | $33488.19     | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15703 | PA      | $14638.61     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106686 | PA      | $107073.88    | 0.02%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4545 | PA      | $3963.46      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458358 | PA      | $385006.92    | 0.09%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 3622A3AD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73141 | PA      | $67765.80     | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XCG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139310 | PA      | $118536.26    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    190290 | PA      | $171354.12    | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                     | HUB International Limited                                                                     | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285012.64    | 0.06%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                         | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     14744 | NS      | $525771.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418CVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47720 | PA      | $44403.11     | 0.01%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                           | Fifth Third Bancorp                                                                           | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79047.72     | 0.02%             | 2023-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $108289.77    | 0.02%             | 2041-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    185221 | PA      | $181862.07    | 0.04%             | 2041-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KTA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    187099 | PA      | $186267.92    | 0.04%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 35564KUW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    229854 | PA      | $229345.28    | 0.05%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corporation                                                                     | Kilroy Realty Corporation                                                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1202 | NS      | $46481.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                        | MHC Commercial Mortgage Trust 2021-MHC                                                        | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $345619.51    | 0.08%             | 2026-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                               | Martin Marietta Materials, Inc.                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       190 | NS      | $64214.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                                             | Nucor Corporation                                                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1282 | NS      | $168980.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                                                          | PPG Industries, Inc.                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       267 | NS      | $33572.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                                                 | Rayonier Inc.                                                                                 | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      1980 | NS      | $65260.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                                                          | Global Payments Inc.                                                                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2553 | NS      | $253563.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                                  | Hasbro, Inc.                                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220127.79    | 0.05%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corporation                                                                   | Regency Centers Corporation                                                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      2568 | NS      | $160500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                                                                         | TC Energy Corporation                                                                         | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       939 | NS      | $37428.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                           | Teachers Insurance & Annuity Association of America                                           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328665.92    | 0.07%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                                | Telesat Canada                                                                                | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | US        |    184000 | PA      | $54063.33     | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                                                              | Tempur Sealy International, Inc.                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    148000 | PA      | $115860.16    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                                                  | Tenaris S.A.                                                                                  | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       826 | NS      | $29042.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                                              | Welltower OP LLC                                                                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      4203 | NS      | $275506.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Finance Limited                                                                      | Woodside Finance Limited                                                                      | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $444233.59    | 0.10%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Safran                                                                                        | Safran                                                                                        | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      3847 | NS      | $483040.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                             | National Grid PLC                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     47061 | NS      | $566460.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                                                  | Wharf Real Estate Investment Company Limited                                                  | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |      8000 | NS      | $46466.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KATITAS Co., Ltd.                                                                             | KATITAS Co., Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $29595.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.                                                                 | Wheaton Precious Metals Corp.                                                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1042 | NS      | $40710.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Umicore                                                                                       | Umicore                                                                                       | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     11830 | NS      | $436662.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89523.05     | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283997.79    | 0.06%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                    | Adient Global Holdings Ltd                                                                    | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251275.27    | 0.06%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust 2019-DPLO                                                                          | BFLD Trust 2019-DPLO                                                                          | CUSIP: 054970AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $208025.92    | 0.05%             | 2034-10-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                                | BRE Grand Islander Timeshare Issuer 2019-A LLC                                                | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38719 | PA      | $36357.79     | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                                   | Biogen Inc.                                                                                   | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    320000 | PA      | $260083.94    | 0.06%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                                    | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $330852.91    | 0.07%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                           | EOG Resources, Inc.                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3404 | NS      | $440886.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5727 | PA      | $5432.22      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26218 | PA      | $24782.55     | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                                              | ARD Finance S.A.                                                                              | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | US        |    400000 | PA      | $279663.29    | 0.06%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217024 | PA      | $177378.90    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    260035 | PA      | $212533.36    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                                  | Fiserv, Inc.                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     14164 | NS      | $1431555.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                                             | FirstEnergy Corp.                                                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      8050 | NS      | $337617.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APT Pipelines Limited                                                                         | APT Pipelines Limited                                                                         | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210442.03    | 0.05%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                     | AT&T Inc.                                                                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33328.22     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Great Portland Estates P L C                                                                  | Great Portland Estates P L C                                                                  | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | EC               | CORP              | GB        |     44873 | NS      | $267881.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tietto Minerals Limited                                                                       | Tietto Minerals Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    113278 | NS      | $54474.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                         | Gilead Sciences, Inc.                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       942 | NS      | $80870.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                                | Hilton Worldwide Holdings Inc.                                                                | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |      1940 | NS      | $245138.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                                                                | Illumina, Inc.                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       170 | NS      | $34374.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                       | International Flavors & Fragrances Inc.                                                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2900 | NS      | $304036.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                                    | Diageo PLC                                                                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     18055 | NS      | $800791.10    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                                            | Derwent London PLC                                                                            | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | EC               | CORP              | GB        |       967 | NS      | $27645.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                                   | Intuit Inc.                                                                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3182 | NS      | $1238498.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                        | Lowe`s Companies, Inc.                                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       853 | NS      | $169951.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC                                                                          | Big Yellow Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |      1671 | NS      | $23252.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                        | Standard Chartered PLC                                                                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     35131 | NS      | $266061.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Canada Inc.                                                               | Lululemon Athletica Canada Inc.                                                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1226 | NS      | $392785.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                                     | MGM Resorts International                                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2673 | NS      | $89625.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                        | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      3793 | NS      | $1238674.37   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                                                            | Barry Callebaut AG                                                                            | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |       193 | NS      | $382446.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                              | Marsh & Mclennan Companies, Inc.                                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3668 | NS      | $606980.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Global Funding                                                                  | New York Life Global Funding                                                                  | CUSIP: 64952WDP5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59193.49     | 0.01%             | 2023-05-05      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                                 | Ascent Resources - Utica, LLC                                                                 | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117766.02    | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                             | BX Trust 2022-IND                                                                             | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359431 | PA      | $342828.30    | 0.08%             | 2024-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                     | Realty Income Corporation                                                                     | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64300.43     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                               | Regeneron Pharmaceuticals, Inc.                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       293 | NS      | $211396.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                                          | Baker Hughes Company                                                                          | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $30268.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon Public Limited Company                                                              | Persimmon Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     20757 | NS      | $306694.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Limited                                                                          | Schlumberger Limited                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       495 | NS      | $26462.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                                                                 | Sempra Energy                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      5103 | NS      | $788617.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Unite Group PLC                                                                           | The Unite Group PLC                                                                           | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |      3452 | NS      | $38207.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                                 | Rio Tinto PLC                                                                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      3847 | NS      | $270481.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoals Technologies Group, Inc.                                                               | Shoals Technologies Group, Inc.                                                               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $28025.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1375000 | PA      | $1300664.06   | 0.29%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| California, State of                                                                          | California, State of                                                                          | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $300391.68    | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Trustees of the California State University                                                   | Trustees of the California State University                                                   | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $248667.48    | 0.06%             | 2041-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                             | Verus Securitization Trust 2020-1                                                             | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69833 | PA      | $64219.12     | 0.01%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| ALS Limited                                                                                   | ALS Limited                                                                                   | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |     12205 | NS      | $101566.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KNS Acquisition Corp.                                                                         | KNS Acquisition Corp.                                                                         | CUSIP: 48262HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248255 | PA      | $223739.58    | 0.05%             | 2027-04-16      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                                                                 | Chesapeake Energy Corporation                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       487 | NS      | $45958.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASOS PLC                                                                                      | ASOS PLC                                                                                      | CUSIP: N/A<br>LEI: 213800H8DBB8JSKDW630       | Long             | EC               | CORP              | GB        |     13006 | NS      | $81035.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34134 | PA      | $29065.76     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133AM4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28444 | PA      | $24202.65     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J8AN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85697 | PA      | $82510.54     | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66654 | PA      | $62397.83     | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34501 | PA      | $32209.35     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                                                      | Next PLC                                                                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      5833 | NS      | $410488.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                                | Kingfisher PLC                                                                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    191895 | NS      | $549851.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210191 | PA      | $177095.65    | 0.04%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                               | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1993 | NS      | $204461.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                           | Kinder Morgan, Inc.                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     33600 | NS      | $607488.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                             | Merck & Co., Inc.                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10283 | NS      | $1140898.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlife Securitization Trust 2018-1                                                           | Metlife Securitization Trust 2018-1                                                           | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124487 | PA      | $115442.31    | 0.03%             | 2029-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                              | Gen Digital Inc.                                                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      2900 | NS      | $62147.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance (Group) Co of China Ltd                                                     | Ping An Insurance (Group) Co of China Ltd                                                     | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     32500 | NS      | $213276.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                                       | Bath & Body Works, Inc.                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167816.96    | 0.04%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                                       | Bath & Body Works, Inc.                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54399.77     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Galp Energia, SGPS, S.A.                                                                      | Galp Energia, SGPS, S.A.                                                                      | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      4914 | NS      | $66543.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik Aktiebolag                                                                            | Sandvik Aktiebolag                                                                            | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |      8795 | NS      | $158947.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company                                     | LCPR Senior Secured Financing Designated Activity Company                                     | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164406.49    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                                | Stora Enso Oyj                                                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |     33125 | NS      | $467893.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                                       | BASF SE                                                                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      8631 | NS      | $430574.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co., Ltd.                                                                      | Tokyo Tatemono Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |      2500 | NS      | $30247.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                        | Tokyo Electron Limited                                                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      1500 | NS      | $441633.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                                               | Rexford Industrial Realty, Inc.                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      4283 | NS      | $234023.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Group, LLC                                                                     | Ryan Specialty Group, LLC                                                                     | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183553.99    | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                               | SBA Towers, LLC                                                                               | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    265000 | PA      | $247136.22    | 0.06%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                          | United Rentals, Inc.                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       362 | NS      | $128662.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                                 | VistaJet Malta Finance P.L.C.                                                                 | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    355000 | PA      | $285170.57    | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                                 | Vistra Operations Company LLC                                                                 | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114603.47    | 0.03%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                             | Compass Group PLC                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     34599 | NS      | $808417.15    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                             | AIA Group Limited                                                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $398500.00    | 0.09%             | 2023-03-13      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Capricorn Metals Limited                                                                      | Capricorn Metals Limited                                                                      | CUSIP: N/A<br>LEI: 529900CRG304NUYMOV23       | Long             | EC               | CORP              | AU        |      1453 | NS      | $4536.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                            | Warehouses De Pauw                                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      1571 | NS      | $45016.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                     | Woodside Energy Group Ltd                                                                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      3618 | NS      | $87182.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                                    | Zalando SE                                                                                    | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |      8933 | NS      | $317452.98    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                    | RenaissanceRe Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1020 | NS      | $187914.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                            | AerCap Ireland Capital Designated Activity Company                                            | CUSIP: 00774MAF2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371691.49    | 0.08%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-BID Mortgage Trust                                                                 | BBCMS 2020-BID Mortgage Trust                                                                 | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $261048.72    | 0.06%             | 2025-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                                  | B. A. T. Capital Corporation                                                                  | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $228887.55    | 0.05%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer             | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer             | CUSIP: 05533UAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $271141.78    | 0.06%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                                        | BIG Commercial Mortgage Trust 2022-BIG                                                        | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $355470.84    | 0.08%             | 2024-02-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                          | BPCE                                                                                          | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505451.92    | 0.11%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                          | Carnival Corporation                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    455000 | PA      | $324638.11    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                                 | Discover Bank                                                                                 | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200179.93    | 0.04%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                          | DISH DBS Corporation                                                                          | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $254448.00    | 0.06%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116544 | PA      | $105128.73    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    112602 | PA      | $102206.42    | 0.02%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92252 | PA      | $88104.67     | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140JAT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    252695 | PA      | $229681.08    | 0.05%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13404 | PA      | $13493.61     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41878 | PA      | $41493.22     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176522 | PA      | $163805.43    | 0.04%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                           | Fifth Third Bancorp                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      5811 | NS      | $190658.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1162410 | PA      | $979022.69    | 0.22%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219706 | PA      | $190934.94    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                                      | General Electric Company                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     22854 | NS      | $1914936.66   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                                                           | Halliburton Company                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      8757 | NS      | $344587.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                               | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                               | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83773.17     | 0.02%             | 2027-01-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                                    | Kimberly-Clark Corporation                                                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2510 | NS      | $340732.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                                                   | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5732 | NS      | $1193459.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                                                      | Lam Research Corporation                                                                      | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1342 | NS      | $564042.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                                         | Las Vegas Sands Corp.                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2475 | NS      | $118973.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                               | The Estee Lauder Companies Inc.                                                               | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       787 | NS      | $195262.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time, Inc.                                                                               | Life Time, Inc.                                                                               | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    234000 | PA      | $218121.48    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                                         | Eli Lilly and Company                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5907 | NS      | $2161016.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings, Inc.                                                                         | Paypal Holdings, Inc.                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1545 | NS      | $110034.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                       | Pebblebrook Hotel Trust                                                                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      4024 | NS      | $53881.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                             | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    230000 | PA      | $179783.15    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                              | Philip Morris International Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     19591 | NS      | $1982805.11   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                                                      | Roper Technologies, Inc.                                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1862 | NS      | $804551.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9800 | PA      | $10965.21     | 0.00%             | 2024-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                               | UnitedHealth Group Incorporated                                                               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $184442.91    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                                 | USA Compression Finance Corp.                                                                 | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $131298.18    | 0.03%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mondi plc                                                                                     | Mondi plc                                                                                     | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |       493 | NS      | $8465.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                    | Apple Inc.                                                                                    | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142837.96    | 0.03%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143937.59    | 0.03%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $229567.73    | 0.05%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                   | Bank of America Corporation                                                                   | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200160.13    | 0.04%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                  | Barclays PLC                                                                                  | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231812.75    | 0.05%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                              | Amazon.com, Inc.                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     64105 | NS      | $5384820.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.                                                         | American Electric Power Company, Inc.                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4834 | NS      | $458988.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                                                              | Caterpillar Inc.                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       194 | NS      | $46474.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                                  | Barclays PLC                                                                                  | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173069.80    | 0.04%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc.                                                                         | Blue Owl Capital Inc.                                                                         | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $29680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Charles River Laboratories International, Inc.                                                | Charles River Laboratories International, Inc.                                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       195 | NS      | $42490.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                                       | National Bank of Canada                                                                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     11875 | NS      | $800115.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                                                   | BNP Paribas                                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225124.87    | 0.05%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings, LLC                                                     | Encino Acquisition Partners Holdings, LLC                                                     | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209537.45    | 0.05%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                            | Canadian Natural Resources Limited                                                            | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1132 | NS      | $62861.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                                                     | Vale S.A.                                                                                     | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      1797 | NS      | $30435.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                               | Enel Finance International N.V.                                                               | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158928.93    | 0.04%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                            | Energy Transfer LP                                                                            | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116340.45    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430000 | PA      | $432178.25    | 0.10%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215000 | PA      | $218406.70    | 0.05%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29981 | PA      | $28040.39     | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126015 | PA      | $114107.96    | 0.03%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 21H070613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $128275.50    | 0.03%             | 2053-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                                                | Manulife Financial Corporation                                                                | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     24164 | NS      | $430990.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99922 | PA      | $94848.58     | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133AM5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38733 | PA      | $32956.84     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68652 | PA      | $66103.05     | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134631 | PA      | $125746.21    | 0.03%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                               | Federal Realty Investment Trust                                                               | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |        89 | NS      | $8992.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2276886 | PA      | $1860244.62   | 0.42%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40929 | PA      | $40443.58     | 0.01%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24881 | PA      | $23557.16     | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                         | Howard Midstream Energy Partners, LLC                                                         | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $256082.82    | 0.06%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                       | Level 3 Financing, Inc.                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    315000 | PA      | $230452.55    | 0.05%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200346 | PA      | $163747.66    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1125392 | PA      | $955289.94    | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corporation                                                      | National Securities Clearing Corporation                                                      | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $328660.06    | 0.07%             | 2025-04-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                                    | NIKE, Inc.                                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      8472 | NS      | $991308.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                                                             | First Solar, Inc.                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       100 | NS      | $14979.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                     | Harvest Midstream I, L.P.                                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235085.59    | 0.05%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                  | Northrop Grumman Corporation                                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       500 | NS      | $272805.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                                                        | RPM International Inc.                                                                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1720 | NS      | $167614.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Company                                                                     | Saudi Arabian Oil Company                                                                     | CUSIP: 80414L2C8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441590.81    | 0.10%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                                 | Staples, Inc.                                                                                 | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154948.84    | 0.03%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                                 | Starwood Mortgage Residential Trust 2020-INV1                                                 | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41507 | PA      | $37176.64     | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                          | Texas A&M University                                                                          | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $200398.63    | 0.04%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                  | UBS Group AG                                                                                  | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | JE        |    375000 | PA      | $364907.25    | 0.08%             | 2025-09-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2464637.62   | 0.55%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                      | Intuitive Surgical, Inc.                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5195 | NS      | $1378493.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                              | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $232064.85    | 0.05%             | 2033-10-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis                                                                                 | LSF9 Atlantis                                                                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $425494.32    | 0.10%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                   | Lockheed Martin Corporation                                                                   | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121208.90    | 0.03%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                                    | Mitsubishi HC Capital Inc.                                                                    | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |     45100 | NS      | $221592.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Limited                                                                           | OZ Minerals Limited                                                                           | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Long             | EC               | CORP              | AU        |      4635 | NS      | $87857.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                        | Mitsubishi Corporation                                                                        | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     14000 | NS      | $455527.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                                   | Northern Star Resources Ltd                                                                   | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     24351 | NS      | $180814.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                                 | Ascent Resources - Utica, LLC                                                                 | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107097.49    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                                | Assurant, Inc.                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       874 | NS      | $109302.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Challenger Limited                                                                            | Challenger Limited                                                                            | CUSIP: N/A<br>LEI: 529900ACCCAOHJ2V3169       | Long             | EC               | CORP              | AU        |     43603 | NS      | $225889.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                                             | Tosoh Corporation                                                                             | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |      4300 | NS      | $51121.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125612 | PA      | $124460.34    | 0.03%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    223923 | PA      | $208211.55    | 0.05%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                      | Toyota Motor Corporation                                                                      | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     66500 | NS      | $905260.95    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                                  | United Overseas Bank Limited                                                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     32900 | NS      | $752322.29    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1825000 | PA      | $1546687.50   | 0.35%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                          | VICI Properties Inc.                                                                          | CUSIP: 92564RAE5<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218507.55    | 0.05%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1505272 | PA      | $1356890.33   | 0.30%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140LSJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    669634 | PA      | $614108.09    | 0.14%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                                  | Zimmer Biomet Holdings, Inc.                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1978 | NS      | $252195.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elekta AB (publ)                                                                              | Elekta AB (publ)                                                                              | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Long             | EC               | CORP              | SE        |     46697 | NS      | $281785.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| P/F Bakkafrost Sales                                                                          | P/F Bakkafrost Sales                                                                          | CUSIP: N/A<br>LEI: 2138007LH7OP4V112978       | Long             | EC               | CORP              | FO        |       777 | NS      | $48928.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adriatic Metals PLC                                                                           | Adriatic Metals PLC                                                                           | CUSIP: N/A<br>LEI: 549300OHAH2GL1DP0L61       | Long             | EC               | CORP              | GB        |      8451 | NS      | $17983.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| White Cap Parent, LLC                                                                         | White Cap Parent, LLC                                                                         | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $289442.23    | 0.06%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                                 | Workday, Inc.                                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       277 | NS      | $46350.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213552 | PA      | $191166.85    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140X6GH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131328 | PA      | $130097.72    | 0.03%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    396465 | PA      | $334200.01    | 0.07%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FirstCash Holdings, Inc.                                                                      | FirstCash Holdings, Inc.                                                                      | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250080.16    | 0.06%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                          | The Home Depot, Inc.                                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4348 | NS      | $1373359.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                                                  | Honeywell International Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4917 | NS      | $1053713.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                                          | Hubbell Incorporated                                                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1421 | NS      | $333480.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                                   | Humana Inc.                                                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2394 | NS      | $1226182.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                                    | Genmab A/S                                                                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       701 | NS      | $297092.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                               | KLA Corporation                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3326 | NS      | $1254001.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                                                  | Seven & I Holdings Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |     18500 | NS      | $794157.21    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                                         | Scentre Group Limited                                                                         | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |    210532 | NS      | $412938.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Limited                                                                         | H World Group Limited                                                                         | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |      5000 | NS      | $21540.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                             | Epiroc Aktiebolag                                                                             | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      4161 | NS      | $75834.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Foods Group, Inc.                                                                       | Kraft Foods Group, Inc.                                                                       | CUSIP: 500754106<br>LEI: 5493003STKEZ2S0RNU91 | Long             | EC               | CORP              | US        |     18276 | NS      | $744015.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                               | Telefonaktiebolaget LM Ericsson                                                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    104942 | NS      | $614296.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Z Holdings Corporation                                                                        | Z Holdings Corporation                                                                        | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     96400 | NS      | $242013.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Central Japan Railway Company                                                                 | Central Japan Railway Company                                                                 | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |      2600 | NS      | $319257.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                             | Rio Tinto Limited                                                                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      4488 | NS      | $356631.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                           | OBX 2020-EXP1 Trust                                                                           | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62017 | PA      | $53917.40     | 0.01%             | 2060-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                                           | OBX 2020-EXP1 Trust                                                                           | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18364 | PA      | $16788.59     | 0.00%             | 2060-01-26      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Oregon Department of Transportation                                                           | Oregon Department of Transportation                                                           | CUSIP: 68607DVJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $143930.04    | 0.03%             | 2032-11-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                          | Government of the Republic of Panama                                                          | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    350000 | PA      | $283937.50    | 0.06%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                             | Perrigo Finance Unlimited Company                                                             | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | US        |    315000 | PA      | $268732.80    | 0.06%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                                   | The Progressive Corporation                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8489 | NS      | $1101108.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                                              | Royal Gold, Inc.                                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       143 | NS      | $16118.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                 | Sabine Pass Liquefaction, LLC                                                                 | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51082.19     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                               | Sinclair Television Group, Inc.                                                               | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $223983.00    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                                                                | Slide 2018-Fun                                                                                | CUSIP: 831350AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372720 | PA      | $368992.69    | 0.08%             | 2031-06-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                           | Stryker Corporation                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2739 | NS      | $669658.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                                                                       | The TJX Companies, Inc.                                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7986 | NS      | $635685.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                                  | U.S. Bancorp                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     19379 | NS      | $845118.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroer SE & Co. KGaA                                                                          | Stroer SE & Co. KGaA                                                                          | CUSIP: N/A<br>LEI: 529900MBF3N1ATE55378       | Long             | EC               | CORP              | DE        |      3891 | NS      | $181717.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                   | AbbVie Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9055 | NS      | $1463378.55   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                                                        | Align Technology, Inc.                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       289 | NS      | $60950.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT Inc.                                                                 | Brookfield Property REIT Inc.                                                                 | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $219818.10    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS5 Mortgage Trust                                                                 | COMM 2014-UBS5 Mortgage Trust                                                                 | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $105525.28    | 0.02%             | 2024-09-12      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE23 Mortgage Trust                                                               | COMM 2015-CCRE23 Mortgage Trust                                                               | CUSIP: 12593ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $311205.44    | 0.07%             | 2025-04-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                                               | Confluent, Inc.                                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      3443 | NS      | $76572.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                                      | Devon Energy Corporation                                                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1889 | NS      | $116192.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     94428 | PA      | $81439.19     | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                        | Federal Home Loan Mortgage Corporation                                                        | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    136370 | PA      | $115907.34    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299349 | PA      | $279964.44    | 0.06%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-PJ5                                                  | GS Mortgage-Backed Securities Trust 2021-PJ5                                                  | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247905 | PA      | $213553.27    | 0.05%             | 2028-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                        | General Motors Financial Company, Inc.                                                        | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273796.93    | 0.06%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                                           | OBX 2019-EXP3 Trust                                                                           | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13017 | PA      | $12218.98     | 0.00%             | 2059-09-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                                  | Shin-Etsu Chemical Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       100 | NS      | $12215.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                        | Sony Group Corporation                                                                        | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      9100 | NS      | $688065.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co., Ltd.                                                                    | Stanley Electric Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11100 | NS      | $210053.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                          | Sumitomo Corporation                                                                          | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     29800 | NS      | $496910.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries, Ltd.                                                              | Sumitomo Rubber Industries, Ltd.                                                              | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |     13500 | NS      | $117344.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Astellas Pharma Inc.                                                                          | Astellas Pharma Inc.                                                                          | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     62900 | NS      | $957234.12    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                           | AXA                                                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     45982 | NS      | $1283859.13   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                       | ABB Ltd                                                                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     26799 | NS      | $815476.77    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                                                             | PerkinElmer, Inc.                                                                             | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174042.37    | 0.04%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                              | Pike Corporation                                                                              | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222896.18    | 0.05%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                                   | BNP Paribas                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      9736 | NS      | $555868.34    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                         | Quanta Services, Inc.                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       252 | NS      | $35910.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers, L.P.                                                                         | Regency Centers, L.P.                                                                         | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93479.01     | 0.02%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                               | S&P Global Inc.                                                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2202 | NS      | $737537.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceMaster Funding LLC                                                                     | ServiceMaster Funding LLC                                                                     | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    172812 | PA      | $132825.12    | 0.03%             | 2028-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company                            | Shire Acquisitions Investments Ireland Designated Activity Company                            | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136093.24    | 0.03%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Legacy Vulcan Corp.                                                                           | Legacy Vulcan Corp.                                                                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1100 | NS      | $192621.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                                                  | Walmart Inc.                                                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11208 | NS      | $1589182.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     38998 | NS      | $1610227.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                                                   | West Fraser Timber Co. Ltd.                                                                   | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       366 | NS      | $26458.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                                            | West Pharmaceutical Services, Inc.                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       144 | NS      | $33890.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                                                   | Western Digital Corporation                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2000 | NS      | $63100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perseus Mining Limited                                                                        | Perseus Mining Limited                                                                        | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |     89262 | NS      | $128101.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co., Ltd.                                                          | Electric Power Development Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |     19400 | NS      | $309599.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                                                  | Wilmar International Limited                                                                  | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |    211500 | NS      | $659498.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                            | American International Group, Inc.                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     11602 | NS      | $733710.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                                  | AMETEK, Inc.                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2213 | NS      | $309200.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                                            | CoStar Group, Inc.                                                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       984 | NS      | $76043.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kion Group AG                                                                                 | Kion Group AG                                                                                 | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      8365 | NS      | $241076.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                     | Duke Energy Progress, LLC                                                                     | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76030.64     | 0.02%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc.                                                                        | Element Solutions Inc.                                                                        | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $230467.40    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                 | Equinix, Inc.                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       890 | NS      | $582976.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                                         | Schneider Electric SE                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       285 | NS      | $40065.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv, Inc.                                                                                 | Autoliv, Inc.                                                                                 | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | EC               | CORP              | US        |      4471 | NS      | $341609.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                            | Mitsubishi UFJ Financial Group Inc                                                            | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374600.52    | 0.08%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Mobileye Global Inc                                                                           | Mobileye Global Inc                                                                           | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $41090.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                                                                 | Moderna, Inc.                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1270 | NS      | $228117.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2                                         | Morgan Stanley Residential Mortgage Loan Trust 2021-2                                         | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80415 | PA      | $62340.46     | 0.01%             | 2043-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                        | SFO Commercial Mortgage Trust 2021-555                                                        | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $137583.80    | 0.03%             | 2028-05-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp.                                                                         | SL Green Realty Corp.                                                                         | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       408 | NS      | $13757.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $89843.75     | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $931209.30    | 0.21%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $421178.94    | 0.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                                | American Municipal Power, Inc.                                                                | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $269031.38    | 0.06%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                    | American Tower Corporation                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1431 | NS      | $303171.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                                                                    | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       340 | NS      | $105865.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                                          | Amphenol Corporation                                                                          | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71277.05     | 0.02%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                         | Atlassian Corporation                                                                         | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1733 | NS      | $223002.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate Energy Partners III, LLC                                                              | Colgate Energy Partners III, LLC                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172202.20    | 0.04%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Commscope Finance LLC                                                                         | Commscope Finance LLC                                                                         | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |    284000 | PA      | $222194.39    | 0.05%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                                | AutoZone, Inc.                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        77 | NS      | $189895.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                        | CMS Energy Corporation                                                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1518 | NS      | $96134.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                        | CVS Health Corporation                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1425 | NS      | $132795.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                                   | Deephaven Residential Mortgage Trust 2021-2                                                   | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57241 | PA      | $47394.69     | 0.01%             | 2025-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                      | Comstock Resources, Inc.                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63199.18     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                                 | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243756.50    | 0.05%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6203 | PA      | $5789.70      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27834 | PA      | $24273.52     | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                            | Deluxe Corporation                                                                            | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    310000 | PA      | $254243.51    | 0.06%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                                    | Driven Brands Funding, LLC                                                                    | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83088 | PA      | $71492.79     | 0.02%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8764 | PA      | $8988.52      | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86926 | PA      | $72906.31     | 0.02%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                       | Hyundai Capital America                                                                       | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104680.61    | 0.02%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     17698 | NS      | $2373301.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                                          | NextEra Energy, Inc.                                                                          | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      5171 | NS      | $432295.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                     | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141456.33    | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Loan Trust                                                         | Provident Funding Mortgage Loan Trust                                                         | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237688 | PA      | $187358.89    | 0.04%             | 2036-11-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-B                                                       | SMB Private Education Loan Trust 2015-B                                                       | CUSIP: 78448QAD0<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-CBDO         | CORP              | US        |     83235 | PA      | $82988.23     | 0.02%             | 2032-05-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                      | Equitable Holdings, Inc.                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      5838 | NS      | $167550.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                                               | FMC Corporation                                                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1225 | NS      | $152880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Municipal Electric Authority of Georgia                                                       | Municipal Electric Authority of Georgia                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    336000 | PA      | $362743.05    | 0.08%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                           | POSCO Holdings Inc.                                                                           | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |       500 | NS      | $109421.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                                                    | PICC Property and Casualty Company Limited                                                    | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |    402000 | NS      | $380171.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $211612.50    | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $494860.90    | 0.11%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7300 | PA      | $7792.52      | 0.00%             | 2026-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7395000 | PA      | $6609281.25   | 1.48%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2288165.48   | 0.51%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                                    | Starwood Mortgage Residential Trust 2021-2                                                    | CUSIP: 85573HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37648 | PA      | $33189.39     | 0.01%             | 2023-05-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment Limited                                                        | State Grid Overseas Investment Limited                                                        | CUSIP: 857006AL4<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398358.40    | 0.09%             | 2023-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                                                    | Adobe Inc.                                                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       851 | NS      | $286387.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-2                                                               | Angel Oak Mortgage Trust 2020-2                                                               | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103431 | PA      | $83790.85     | 0.02%             | 2025-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                                   | Ares Management Corporation                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       557 | NS      | $38121.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                         | BX Commercial Mortgage Trust 2022-LP2                                                         | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143900 | PA      | $135915.48    | 0.03%             | 2027-02-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico S.A., Institucion De Banca Multiple, Grupo Financiero Santander Mexico | Banco Santander Mexico S.A., Institucion De Banca Multiple, Grupo Financiero Santander Mexico | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153428.01    | 0.03%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                         | Banco Santander, S.A.                                                                         | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168650.60    | 0.04%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                                   | Studio City Finance Limited                                                                   | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | US        |    235000 | PA      | $173866.10    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corporation                                                                    | Terreno Realty Corporation                                                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $123805.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                                                                   | Biogen Inc.                                                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       474 | NS      | $131260.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                                            | The Boeing Company                                                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1009 | NS      | $192204.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                              | Gobierno Federal de los Estados Unidos Mexicanos                                              | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $161464.40    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $418767.19    | 0.09%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                  | Bristol-Myers Squibb Company                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2600 | NS      | $187070.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                                                       | Burlington Stores, Inc.                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       742 | NS      | $150447.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $3839343.75   | 0.86%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                       | Waste Connections, Inc.                                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1468 | NS      | $194598.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                                  | CF Industries Holdings, Inc.                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1715 | NS      | $146118.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                                                | Community Health Systems, Inc.                                                                | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    285000 | PA      | $138534.21    | 0.03%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                              | Xcel Energy Inc.                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3219 | NS      | $225684.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                                   | Zoetis Inc.                                                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3860 | NS      | $565683.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                                                             | Cigna Corporation                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1303 | NS      | $431736.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39345 | PA      | $36436.47     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                      | Alcon AG                                                                                      | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      3803 | NS      | $260592.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Karora Resources Inc.                                                                         | Karora Resources Inc.                                                                         | CUSIP: 48575L206<br>LEI: 549300S6PWY0YYVHMC70 | Long             | EC               | CORP              | CA        |     19895 | NS      | $68324.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                               | GE Healthcare Technologies Inc.                                                               | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1113 | NS      | $64976.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                             | HSBC Holdings PLC                                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162072.40    | 0.04%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                      | NXP B.V.                                                                                      | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31897.28     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust 2021-1290                                                       | NYO Commercial Mortgage Trust 2021-1290                                                       | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $338808.76    | 0.08%             | 2023-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                                                           | NAC Kazatomprom JSC                                                                           | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      3170 | NS      | $89203.80     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                                                             | Raytheon Technologies Corporation                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       403 | NS      | $40670.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings PLC                                                               | Santander UK Group Holdings PLC                                                               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170842.20    | 0.04%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                  | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163458.99    | 0.04%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Lendlease Global Commercial REIT                                                              | Lendlease Global Commercial REIT                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     31200 | NS      | $16432.11     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Melrose Holdings Limited                                                                      | Melrose Holdings Limited                                                                      | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |    290487 | NS      | $477470.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                                                          | Santander Bank, N.A.                                                                          | CUSIP: 80290CBF0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $330021.62    | 0.07%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4555000 | PA      | $4073878.13   | 0.91%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                         | Treasury, United States Department of                                                         | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4420000 | PA      | $4047062.50   | 0.91%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                       | Victoria's Secret & Co.                                                                       | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    228000 | PA      | $178900.70    | 0.04%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                           | Virginia Electric and Power Company                                                           | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $223834.57    | 0.05%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                                     | Visa Inc.                                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     14483 | NS      | $3008988.08   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Partners L.P.                                                                        | Williams Partners L.P.                                                                        | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153271.98    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                       | Goodman Funding Pty Ltd                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4999 | NS      | $59102.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Core REIT Management Pte. Ltd.                                                        | Digital Core REIT Management Pte. Ltd.                                                        | CUSIP: N/A<br>LEI: 549300IIGO612K0POE26       | Long             | EC               | CORP              | SG        |     32900 | NS      | $18127.60     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Shell PLC                                                                                     | Shell PLC                                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3399 | NS      | $96046.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                                     | Franco-Nevada Corporation                                                                     | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       986 | NS      | $134406.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoshino Resorts REIT, Inc.                                                                    | Hoshino Resorts REIT, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800DF2MUZWFL4IL56       | Long             | EC               | CORP              | JP        |         5 | NS      | $26978.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Commercial Mortgage Trust 2022-26BW                                                      | BWAY Commercial Mortgage Trust 2022-26BW                                                      | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $166198.42    | 0.04%             | 2032-02-12      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                           | Citigroup Commercial Mortgage Trust                                                           | CUSIP: 17320QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92160.20     | 0.02%             | 2023-05-12      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                            | CNO Global Funding                                                                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    445000 | PA      | $377104.51    | 0.08%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4643 | PA      | $4211.85      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23285 | PA      | $21084.93     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11197 | PA      | $10471.69     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185073 | PA      | $177796.70    | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71991 | PA      | $74169.54     | 0.02%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2270 | PA      | $2309.15      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11153 | PA      | $11347.19     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60336 | PA      | $52617.84     | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127513 | PA      | $111263.56    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                            | Outfront Media Capital Corporation                                                            | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    265000 | PA      | $219811.29    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                                                 | PECF USS Intermediate Holding III Corporation                                                 | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $172030.30    | 0.04%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                              | PG&E Corporation                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     16749 | NS      | $272338.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                                     | Sunoco LP                                                                                     | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109334.27    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The TJX Companies, Inc.                                                                       | The TJX Companies, Inc.                                                                       | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $120205.07    | 0.03%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                                 | Tallgrass Energy Partners, LP                                                                 | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $252234.53    | 0.06%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Urban One, Inc.                                                                               | Urban One, Inc.                                                                               | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    330000 | PA      | $279012.70    | 0.06%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                         | Wells Fargo & Company                                                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136697.07    | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Engie                                                                                         | Engie                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     64900 | NS      | $931287.67    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                       | Legrand                                                                                       | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      7831 | NS      | $629650.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corporation.                                      | Industrial & Infrastructure Fund Investment Corporation.                                      | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               | CORP              | JP        |        34 | NS      | $39284.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company Alrosa (Public Joint Stock Company)                                       | Joint Stock Company Alrosa (Public Joint Stock Company)                                       | CUSIP: N/A<br>LEI: 254900MMZQESKBV0DI36       | Long             | EC               | CORP              | RU        |     40150 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Baidu, Inc.                                                                                   | Baidu, Inc.                                                                                   | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270328.03    | 0.06%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corporation                                                                | Definity Financial Corporation                                                                | CUSIP: 24477T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5572 | NS      | $158353.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgepoint Group PLC                                                                         | Bridgepoint Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800KFNMVI8PDZX472       | Long             | EC               | CORP              | GB        |     69118 | NS      | $158376.10    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                                  | DNB Bank ASA                                                                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     47254 | NS      | $940393.19    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                                | Entegris, Inc.                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    239000 | PA      | $192231.07    | 0.04%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust 2021-ESH                                                          | Extended Stay America Trust 2021-ESH                                                          | CUSIP: 30227FAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    126905 | PA      | $121993.75    | 0.03%             | 2023-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                       | Exxon Mobil Corporation                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     24796 | NS      | $2734998.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                                 | Alphabet Inc.                                                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     71478 | NS      | $6342242.94   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                                 | Alphabet Inc.                                                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16635 | NS      | $1467706.05   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Health                                                                                 | Banner Health                                                                                 | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55167.63     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                                        | Barclays Mortgage Loan Trust 2021-NQM1                                                        | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114274 | PA      | $93927.03     | 0.02%             | 2051-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                       | Bay Area Toll Authority                                                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    235000 | PA      | $287002.99    | 0.06%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BCPE Cycle Merger Sub II Inc                                                                  | BCPE Cycle Merger Sub II Inc                                                                  | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $52542.67     | 0.01%             | 2027-07-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                 | Becton, Dickinson and Company                                                                 | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170393.56    | 0.04%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                 | Becton, Dickinson and Company                                                                 | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120171.00    | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                           | CommonSpirit Health                                                                           | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100729.80    | 0.02%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                           | CommonSpirit Health                                                                           | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61683.01     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                                   | Federal National Mortgage Association, Inc.                                                   | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    289238 | PA      | $278484.31    | 0.06%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31386 | PA      | $30122.99     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84906 | PA      | $79249.29     | 0.02%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11020 | PA      | $11391.73     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8478 | PA      | $8764.11      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | Government National Mortgage Association                                                      | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45083 | PA      | $45391.44     | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                                 | Ginnie Mae II                                                                                 | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    497833 | PA      | $483176.12    | 0.11%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herbalife International, Inc.                                                                 | Herbalife International, Inc.                                                                 | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |    290000 | PA      | $198605.56    | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                        | SAP SE                                                                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      7732 | NS      | $800499.51    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Group Pte. Ltd.                                                                    | Capitaland Group Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     36300 | NS      | $55463.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health                                                                  | Providence St. Joseph Health                                                                  | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $429732.71    | 0.10%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Bayhealth Medical Center, Inc.                                                                | Bayhealth Medical Center, Inc.                                                                | CUSIP: 74442PVD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $212854.88    | 0.05%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                             | Raytheon Technologies Corporation                                                             | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342327.05    | 0.08%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco B.V.                                                                             | Sigma Holdco B.V.                                                                             | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $318604.10    | 0.07%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                     | The Toronto-Dominion Bank                                                                     | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521162.78    | 0.12%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Total Capital International                                                                   | Total Capital International                                                                   | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $197808.09    | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                   | Verizon Communications Inc.                                                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $91127.13     | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Veritas USA Inc.                                                                              | Veritas USA Inc.                                                                              | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |    350000 | PA      | $239984.10    | 0.05%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                       | Waste Connections, Inc.                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115736.71    | 0.03%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TGS-NOPEC Geophysical Company                                                                 | TGS-NOPEC Geophysical Company                                                                 | CUSIP: N/A<br>LEI: 549300NUPLAXPB0WYH90       | Long             | EC               | CORP              | NO        |      1752 | NS      | $23777.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                            | Anglo American PLC                                                                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       730 | NS      | $28475.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc.                                                                      | StorageVault Canada Inc.                                                                      | CUSIP: 86212H105<br>LEI: 549300873X4NMO0MB773 | Long             | EC               | CORP              | CA        |      5133 | NS      | $22821.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria Gold Corp.                                                                           | Victoria Gold Corp.                                                                           | CUSIP: 92625W507<br>LEI: 549300VUIN6RQ5764L78 | Long             | EC               | CORP              | CA        |      5990 | NS      | $31631.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verallia                                                                                      | Verallia                                                                                      | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |      1001 | NS      | $34114.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater                                                                            | Sibanye Stillwater                                                                            | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |      3290 | NS      | $8709.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                    | Boliden AB                                                                                    | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      5258 | NS      | $197838.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Martens PLC                                                                               | Dr. Martens PLC                                                                               | CUSIP: N/A<br>LEI: 213800QPT8YM6NQZPH28       | Long             | EC               | CORP              | GB        |     58164 | NS      | $135854.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer