# EDGAR Filing Document

**Accession Number:** 0001166729
**File Stem:** 0001410368-25-031086
**Filing Date:** 2025-11
**Character Count:** 274701
**Document Hash:** f17c829db209c87f3d6eef3959e68cda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031086.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND II INC
- **CENTRAL INDEX KEY:** 0001166729

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21034
- **FILM NUMBER:** 251522234

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

## Series and Classes Contracts Data

### Bernstein Intermediate Duration Institutional Portfolio (Series ID: S000011063)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000030507 | Bernstein Intermediate Duration Institutional Portfolio | SIIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND II INC

- **b. Investment Company Act file number:** 811-21034

- **c. CIK number of Registrant:** 0001166729

- **d. LEI of Registrant:** 549300XBDNFQ7T12YS53

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** Bernstein Intermediate Duration Institutional Portfolio

- **b. EDGAR series identifier (if any):** S000011063

- **c. LEI of Series:** 549300XBDNFQ7T12YS53

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $951551404.73

**Total Liabilities:** $98133395.20

**Net Assets:** $853418009.53

**Delayed Delivery Securities:** $1662200.74

**Cash Not Reported:** $1311636.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -829.91000000 | **1-Year:** -19544.85000000 | **5-Year:** -55052.80000000 | **10-Year:** -44055.07000000 | **30-Year:** -5283.22000000

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

- **3-Month:** -366.08000000 | **1-Year:** -4372.41000000 | **5-Year:** -6429.48000000 | **10-Year:** -2177.85000000 | **30-Year:** -387.23000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030507 | -0.26%               | 1.29%                | 0.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $483524.11               | $-5028344.94                               |
| Month 2  | $1135250.84              | $5013363.18                                |
| Month 3  | $1946195.00              | $2884473.74                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Index

- **Index Identifier:** LBUSTRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3710827 | PA      | $3175092.65   | 0.37%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173924 | PA      | $173869.92    | 0.02%             | 2042-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 27 Ltd                                                                                      | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     713679 | PA      | $715680.87    | 0.08%             | 2037-10-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                          | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   34457435 | NS      | $34457434.95  | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                                             | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     611000 | PA      | $609509.16    | 0.07%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140K3BF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     959201 | PA      | $891018.39    | 0.10%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31412EJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        852 | PA      | $873.37       | 0.00%             | 2037-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     202000 | PA      | $178145.82    | 0.02%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1460000 | PA      | $1524575.80   | 0.18%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     843000 | PA      | $896345.04    | 0.11%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1731000 | PA      | $1750317.96   | 0.21%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                | Prosper Marketplace Issuance Trust Series 2024-1                                                          | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33688 | PA      | $33701.84     | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                                          | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     620000 | PA      | $553888.28    | 0.06%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                                                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     872912 | PA      | $894734.77    | 0.10%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                                                                     | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1937000 | PA      | $2017404.87   | 0.24%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      51400 | PA      | $38997.74     | 0.00%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3914300 | PA      | $3788614.25   | 0.44%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5718497 | PA      | $4642164.14   | 0.54%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2756081 | PA      | $2357323.27   | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2005-20CB                                                                          | CUSIP: 12667GQL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49613 | PA      | $32937.84     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1275065.72   | 0.15%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     292801 | PA      | $296971.46    | 0.03%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38376MJL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1294909 | PA      | $163584.07    | 0.02%             | 2047-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                                                       | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45380.28     | 0.01%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                                                  | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     694000 | PA      | $724431.90    | 0.08%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                                            | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1361819.55   | 0.16%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     420000 | PA      | $425749.80    | 0.05%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                      | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2102384.70   | 0.25%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     920000 | PA      | $928243.20    | 0.11%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     696000 | PA      | $605520.00    | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140E6KV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38573 | PA      | $35121.52     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     260000 | PA      | $293868.49    | 0.03%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     340000 | PA      | $350047.00    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P4                                                                    | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475428 | PA      | $475888.07    | 0.06%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     390000 | PA      | $381170.40    | 0.04%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                                            | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     386000 | PA      | $399822.66    | 0.05%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     322856 | PA      | $300108.00    | 0.04%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380B6Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1156267 | PA      | $147318.30    | 0.02%             | 2047-04-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     636000 | PA      | $646576.68    | 0.08%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JXTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1025705 | PA      | $952795.09    | 0.11%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2083246.90   | 0.24%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     656000 | PA      | $657908.96    | 0.08%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     249354 | PA      | $249209.57    | 0.03%             | 2041-12-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                                                  | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1188000 | PA      | $1195385.32   | 0.14%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    2151318 | PA      | $2157040.99   | 0.25%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     648000 | PA      | $657519.12    | 0.08%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    1036000 | PA      | $930794.20    | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     408000 | PA      | $393666.96    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1763318.56   | 0.21%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of California                          | UNIV OF CALIFORNIA CA REVENUES                                                                            | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2070000 | PA      | $1383583.86   | 0.16%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1676037.60   | 0.20%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     508515 | PA      | $517734.76    | 0.06%             | 2043-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2013-C14                                                       | CUSIP: 46640LAN2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     472496 | PA      | $364535.39    | 0.04%             | 2046-08-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2051218 | PA      | $2057444.89   | 0.24%             | 2045-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                                         | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     334000 | PA      | $348111.50    | 0.04%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34981.10     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10542734 | PA      | $10226452.12  | 1.20%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1801000 | PA      | $1790139.61   | 0.21%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2022-CRE6 Trust                                                                                     | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1668629 | PA      | $1668640.47   | 0.20%             | 2037-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                                                             | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     791000 | PA      | $794338.02    | 0.09%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350000.00    | 0.04%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                                                         | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     319000 | PA      | $328608.28    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     976000 | PA      | $1030665.76   | 0.12%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     513000 | PA      | $520074.27    | 0.06%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     733513 | PA      | $750647.42    | 0.09%             | 2042-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         73 | PA      | $76.13        | 0.00%             | 2036-12-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     764000 | PA      | $752990.76    | 0.09%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2069898.00   | 0.24%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                     | Takeda US Financing Inc                                                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2145282.64   | 0.25%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     474453 | PA      | $503964.02    | 0.06%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1742000 | PA      | $1786386.16   | 0.21%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                      | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     716000 | PA      | $716072.32    | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                                          | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     798000 | PA      | $716660.18    | 0.08%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     471656 | PA      | $447846.82    | 0.05%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        271 | PA      | $281.45       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA2                                                                   | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |     928845 | PA      | $951490.53    | 0.11%             | 2033-12-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1389000 | PA      | $1359442.08   | 0.16%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41316 | PA      | $42761.95     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     435000 | PA      | $453009.00    | 0.05%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     496000 | PA      | $499858.88    | 0.06%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     476000 | PA      | $491527.12    | 0.06%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1321737.09   | 0.15%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     202000 | PA      | $201432.38    | 0.02%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8105000 | PA      | $7408793.14   | 0.87%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                 | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     299924 | PA      | $300193.89    | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     217000 | PA      | $222336.03    | 0.03%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                                           | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    1030000 | PA      | $991928.93    | 0.12%             | 2049-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                                                     | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     505000 | PA      | $405318.05    | 0.05%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     961138 | PA      | $980966.62    | 0.11%             | 2043-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5930600 | PA      | $5480013.41   | 0.64%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     431000 | PA      | $439969.11    | 0.05%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                   | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |     628425 | PA      | $634903.80    | 0.07%             | 2052-03-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1889000 | PA      | $1906378.80   | 0.22%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                            | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     174000 | PA      | $177393.00    | 0.02%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132XXD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260353 | PA      | $257823.98    | 0.03%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                  | ENA Master Trust                                                                                          | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     380000 | PA      | $287785.40    | 0.03%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                       | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     309820 | PA      | $3.22         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206696 | PA      | $203595.56    | 0.02%             | 2034-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     259000 | PA      | $260385.99    | 0.03%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2120670.75   | 0.25%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                          | MetLife Capital Trust IV                                                                                  | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1083121.40   | 0.13%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                         | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1892096.00   | 0.22%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     387000 | PA      | $289327.85    | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     221000 | PA      | $223654.21    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2022-1 Ltd                                                                                  | CUSIP: 078774AB2<br>LEI: 2549002JVH34IWRT3X93 | Long             | ABS-MBS          | CORP              | BM        |     108704 | PA      | $108838.81    | 0.01%             | 2032-01-26      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1270600000 | PA      | $7478226.55   | 0.88%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4498700 | PA      | $4501863.13   | 0.53%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-2                                                       | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1999000 | PA      | $2007851.57   | 0.24%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-2                                                                                     | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1551144 | PA      | $1545685.22   | 0.18%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3998700 | PA      | $3626164.87   | 0.42%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1699561.08   | 0.20%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     919000 | PA      | $1046704.24   | 0.12%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     212000 | PA      | $208215.80    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     364000 | PA      | $347965.80    | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13171800 | PA      | $13620464.44  | 1.60%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     613420 | PA      | $592421.37    | 0.07%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2357000 | PA      | $1570259.19   | 0.18%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1350000 | PA      | $1372639.50   | 0.16%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3204401 | PA      | $350684.20    | 0.04%             | 2050-06-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338992 | PA      | $338781.52    | 0.04%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2024-A                                                                             | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     486721 | PA      | $488196.14    | 0.06%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     601000 | PA      | $599413.36    | 0.07%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1338565.36   | 0.16%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                                         | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     483000 | PA      | $508439.61    | 0.06%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                                                                    | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1390000 | PA      | $1369256.20   | 0.16%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72220 | PA      | $72489.98     | 0.01%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1265000 | PA      | $1170884.00   | 0.14%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                   | Tyson Foods Inc                                                                                           | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $632274.00    | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     407000 | PA      | $412506.71    | 0.05%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     705000 | PA      | $716103.75    | 0.08%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255313 | PA      | $243003.81    | 0.03%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     763000 | PA      | $778260.00    | 0.09%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3571812 | PA      | $3465677.92   | 0.41%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-4                                                             | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65382 | PA      | $65411.07     | 0.01%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3983445 | PA      | $4018152.77   | 0.47%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    1283000 | PA      | $1279664.20   | 0.15%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                   | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    2158181 | PA      | $2159529.86   | 0.25%             | 2045-09-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) DEC25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        199 | NC      | $-83076.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                                                     | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      68234 | PA      | $68192.81     | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                                                | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     450000 | PA      | $471123.00    | 0.06%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                                                                    | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136659 | PA      | $133388.29    | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT DEC25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        178 | NC      | $550326.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     310000 | PA      | $323125.40    | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                   | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    1215012 | PA      | $1215388.35   | 0.14%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1544519 | PA      | $1593264.02   | 0.19%             | 2042-03-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      67000 | PA      | $60256.45     | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125705 | PA      | $129584.65    | 0.02%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     377086 | PA      | $342038.45    | 0.04%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     670139 | PA      | $672228.06    | 0.08%             | 2043-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2025-6                                                                       | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     430000 | PA      | $430113.69    | 0.05%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     871000 | PA      | $910525.98    | 0.11%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                                                       | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92385 | PA      | $93094.29     | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3798600 | PA      | $2167724.50   | 0.25%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1087000 | PA      | $1116327.26   | 0.13%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1120606.11   | 0.13%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                      | AES Andes SA                                                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1242000 | PA      | $1301255.82   | 0.15%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     998488 | PA      | $1010499.62   | 0.12%             | 2041-11-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13051129 | PA      | $10518394.28  | 1.23%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HFX FUNDING ISSUER                                | HFX FUNDING ISSUER                                                                                        | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12485 | PA      | $12429.47     | 0.00%             | 2035-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                          | Duke Energy Carolinas NC Storm Funding LLC                                                                | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     920000 | PA      | $732044.00    | 0.09%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2023-1 LLC                                                                                       | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     431523 | PA      | $433557.21    | 0.05%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     215000 | PA      | $211415.95    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1943400 | PA      | $1693870.47   | 0.20%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     685207 | PA      | $677908.45    | 0.08%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7967 | PA      | $8116.08      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                                                    | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83668 | PA      | $81128.11     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     786000 | PA      | $827068.50    | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160373 | PA      | $154943.65    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $2136004.41   | 0.25%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18837800 | PA      | $18902554.94  | 2.21%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                               | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                    | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     137832 | PA      | $144266.84    | 0.02%             | 2025-11-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     752000 | PA      | $749450.72    | 0.09%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    1530017 | PA      | $1545317.17   | 0.18%             | 2041-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1842000 | PA      | $1898752.02   | 0.22%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                                            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1835295.30   | 0.22%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65200 | PA      | $67212.79     | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1014.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: BS2LOP2   IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2   IRS USD P F  1.53700 IS2LOP2 CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4950000 | OU      | $465192.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $92664.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                                                | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     550000 | PA      | $568408.50    | 0.07%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AUZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980980 | PA      | $119876.03    | 0.01%             | 2047-01-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2024-2                                                                             | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112308 | PA      | $112424.33    | 0.01%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1136206.48   | 0.13%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                          | Israel Electric Corp Ltd                                                                                  | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     354000 | PA      | $348166.08    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                   | AutoNation Finance Trust 2025-1                                                                           | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2083656 | PA      | $2088677.52   | 0.24%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                           | Alexander Funding Trust II                                                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406000 | PA      | $434107.38    | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                                                   | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    1112000 | PA      | $1104638.56   | 0.13%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                            | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1440000 | PA      | $610488.00    | 0.07%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     751000 | PA      | $734718.32    | 0.09%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AXZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1265627 | PA      | $161561.77    | 0.02%             | 2047-09-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     652000 | PA      | $664472.76    | 0.08%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16035182 | PA      | $16168599.52  | 1.89%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59000 | PA      | $58137.83     | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2024-1                                                                 | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     345364 | PA      | $348411.33    | 0.04%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1721317 | PA      | $1477113.22   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust 2025-4                                                           | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2130677 | PA      | $2140704.61   | 0.25%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31411KKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        150 | PA      | $154.61       | 0.00%             | 2037-03-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-5                                                                       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     317217 | PA      | $319986.89    | 0.04%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1139000 | PA      | $1151904.87   | 0.13%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                                               | CUSIP: 61764PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     603432 | PA      | $555941.90    | 0.07%             | 2047-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                               | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     835000 | PA      | $865160.20    | 0.10%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     425000 | PA      | $435076.75    | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     502000 | PA      | $508375.40    | 0.06%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT DEC25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         12 | NC      | $7107.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1035306.26   | 0.12%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     635000 | PA      | $629202.45    | 0.07%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                                              | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     960000 | PA      | $979699.20    | 0.11%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     388000 | PA      | $353906.44    | 0.04%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1086000 | PA      | $1098673.51   | 0.13%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     188000 | PA      | $189590.48    | 0.02%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2774500 | PA      | $2752499.08   | 0.32%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     132000 | PA      | $134583.24    | 0.02%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8268500 | PA      | $8246536.80   | 0.97%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                                                 | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     365000 | PA      | $378402.80    | 0.04%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     363300 | PA      | $280805.36    | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | JPMorgan Chase Bank NA - CHASE                                                                            | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152676 | PA      | $154524.92    | 0.02%             | 2047-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                                                   | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |     927000 | PA      | $959129.82    | 0.11%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1716308 | PA      | $1468523.71   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2889310 | PA      | $2472178.50   | 0.29%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $366239.94    | 0.04%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2025-1                                                                    | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1701000 | PA      | $1703022.66   | 0.20%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-3                                                                  | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     303415 | PA      | $303768.91    | 0.04%             | 2027-08-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P3                                                                    | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     321568 | PA      | $321605.74    | 0.04%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $413400.00    | 0.05%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-24CB                                                                          | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336946 | PA      | $163818.50    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                  | Cajun Global LLC                                                                                          | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     428312 | PA      | $422549.08    | 0.05%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4595600 | PA      | $3795857.88   | 0.44%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FHP35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     222280 | PA      | $214935.65    | 0.03%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                                                   | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    2092000 | PA      | $2179884.92   | 0.26%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5131300 | PA      | $4732822.48   | 0.55%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      62000 | PA      | $62440.20     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-3                                                                               | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     363457 | PA      | $365612.32    | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                                             | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     764880 | PA      | $240067.54    | 0.03%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |     554582 | PA      | $555319.55    | 0.07%             | 2045-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     970000 | PA      | $947990.70    | 0.11%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     406859 | PA      | $370610.66    | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16977200 | PA      | $17306133.25  | 2.03%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     802000 | PA      | $837119.58    | 0.10%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                           | Massachusetts Mutual Life Insurance Co                                                                    | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      11000 | PA      | $7410.15      | 0.00%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     200000 | PA      | $198918.00    | 0.02%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     128500 | PA      | $99888.67     | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                           | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     537000 | PA      | $499501.29    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B6UF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3364109 | PA      | $2993746.52   | 0.35%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $232184.00    | 0.03%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1884000 | PA      | $1906984.80   | 0.22%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                                                        | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1902000 | PA      | $1910254.68   | 0.22%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     568000 | PA      | $580723.20    | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6591400 | PA      | $5611959.16   | 0.66%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-2                                                                               | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     264237 | PA      | $265964.88    | 0.03%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3034487 | PA      | $3073954.61   | 0.36%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                       | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1055000 | PA      | $1055992.44   | 0.12%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     681000 | PA      | $737999.70    | 0.09%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   10600000 | PA      | $10697096.00  | 1.25%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-J1                                                                            | CUSIP: 12668BKK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135546 | PA      | $90963.07     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136B0DZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     866847 | PA      | $111597.27    | 0.01%             | 2047-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     478000 | PA      | $470887.36    | 0.06%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     655000 | PA      | $673366.20    | 0.08%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6357 | PA      | $6144.39      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust 2007-3                                                                            | CUSIP: 43710TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3721271 | PA      | $4370245.26   | 0.51%             | 2037-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                   | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    1801750 | PA      | $1826478.26   | 0.21%             | 2043-04-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC    | Hardee's Funding LLC                                                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     466348 | PA      | $449703.30    | 0.05%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26229 | PA      | $27084.42     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1756418.35   | 0.21%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1851481.80   | 0.22%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     390000 | PA      | $429881.40    | 0.05%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXXVIII Ltd                                                                   | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     818614 | PA      | $821069.02    | 0.10%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $972735.41    | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2024-34 Ltd                                                                                       | CUSIP: 67570MAA8<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |     561206 | PA      | $563637.14    | 0.07%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2250757 | PA      | $1925110.77   | 0.23%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     201000 | PA      | $200029.17    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     443000 | PA      | $447753.39    | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7358900 | PA      | $7400581.25   | 0.87%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3274982 | PA      | $3079490.46   | 0.36%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2024-R05                                                              | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265798 | PA      | $265755.73    | 0.03%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25966 | PA      | $25076.78     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FTUK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399746 | PA      | $384629.00    | 0.05%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                          | Baiterek National Managing Holding JSC                                                                    | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     356000 | PA      | $362087.60    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                                                                    | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     989000 | PA      | $949732.05    | 0.11%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91672 | PA      | $88248.73     | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                                                       | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1888000 | PA      | $1899705.60   | 0.22%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     309000 | PA      | $309893.01    | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     855000 | PA      | $869859.90    | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                   | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1177000 | PA      | $1134474.99   | 0.13%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     298000 | PA      | $303140.50    | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     767000 | PA      | $899806.05    | 0.11%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1419159.50   | 0.17%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-3                                                             | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     792502 | PA      | $796579.77    | 0.09%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     573000 | PA      | $588110.01    | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12176300 | PA      | $12421728.55  | 1.46%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2125711 | PA      | $1818156.86   | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1353800 | PA      | $1328839.31   | 0.16%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                          | Globo Comunicacao e Participacoes S/A                                                                     | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     223000 | PA      | $215264.13    | 0.03%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13313200 | PA      | $8487165.00   | 0.99%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $387560.00    | 0.05%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1133000 | PA      | $1171703.28   | 0.14%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1925310.10   | 0.23%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                         | WRKCo Inc                                                                                                 | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    1732000 | PA      | $1722110.28   | 0.20%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                                 | GCI Funding I LLC                                                                                         | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     458745 | PA      | $425420.98    | 0.05%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4007500 | PA      | $3306970.20   | 0.39%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8289765 | PA      | $6721697.77   | 0.79%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     461000 | PA      | $537037.34    | 0.06%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-C                                                                         | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     193103 | PA      | $193611.61    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                                                     | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2133512.75   | 0.25%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                           | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     467000 | PA      | $386162.30    | 0.05%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1793000 | PA      | $1904506.67   | 0.22%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                | Honda Motor Co Ltd                                                                                        | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    2110000 | PA      | $2122322.40   | 0.25%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                                   | Equify ABS 2024-1 LLC                                                                                     | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     619013 | PA      | $619549.06    | 0.07%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     841000 | PA      | $854111.19    | 0.10%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn1                                                                                | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      75582 | PA      | $75375.02     | 0.01%             | 2051-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     707000 | PA      | $749632.10    | 0.09%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2024-2                                                                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500856 | PA      | $500547.12    | 0.06%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     165000 | PA      | $164453.85    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142774 | PA      | $135478.50    | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1441000 | PA      | $1519837.11   | 0.18%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2539000 | PA      | $2467197.08   | 0.29%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      25000 | PA      | $33557.25     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     380000 | PA      | $394599.60    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                                                  | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2147000 | PA      | $2163553.37   | 0.25%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2060188 | PA      | $2043797.41   | 0.24%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6168800 | PA      | $6303742.50   | 0.74%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2023-1                                                                                  | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1368900 | PA      | $1386669.83   | 0.16%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5052600 | PA      | $4938719.15   | 0.58%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   49056500 | PA      | $48820946.88  | 5.72%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AB Issuer LLC                                     | AB Issuer LLC                                                                                             | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000072 | PA      | $1892003.22   | 0.22%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1731451 | PA      | $1481480.37   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                | Lobel Automobile Receivables Trust 2025-1                                                                 | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1083212 | PA      | $1084956.83   | 0.13%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     351000 | PA      | $357767.28    | 0.04%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1679685 | PA      | $1437187.68   | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1536000 | PA      | $1748997.12   | 0.20%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3128M43N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77380 | PA      | $80057.99     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     734000 | PA      | $744841.18    | 0.09%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1539200 | PA      | $1291905.88   | 0.15%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     364000 | PA      | $369463.64    | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1177.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                   | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |     536285 | PA      | $543876.71    | 0.06%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     839400 | PA      | $818415.00    | 0.10%             | 2034-04-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1259332.00   | 0.15%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1427441.88   | 0.17%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39322 | PA      | $40823.91     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     998800 | PA      | $904226.13    | 0.11%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1789847 | PA      | $1790972.74   | 0.21%             | 2045-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                           | Ochsner LSU Health System of North Louisiana                                                              | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1246574.40   | 0.15%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     549000 | PA      | $542510.82    | 0.06%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                   | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    1216730 | PA      | $1217485.09   | 0.14%             | 2044-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4905000 | PA      | $3204919.35   | 0.38%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                 | Corp. Nacional del Cobre de Chile                                                                         | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1473000 | PA      | $1592313.00   | 0.19%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31879 | PA      | $32909.61     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     958000 | PA      | $954503.30    | 0.11%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     462000 | PA      | $475088.46    | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     432703 | PA      | $411169.21    | 0.05%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2024-A LLC                                                                                   | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    1172912 | PA      | $1181959.62   | 0.14%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $795707.20    | 0.09%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                                                  | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     366000 | PA      | $424329.42    | 0.05%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152602 | PA      | $157729.47    | 0.02%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $2285750.08   | 0.27%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      44000 | PA      | $46137.96     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     295000 | PA      | $260982.81    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                                                      | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434168 | PA      | $407509.64    | 0.05%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                   | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     808631 | PA      | $809406.52    | 0.09%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2024-9                                                                       | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280306 | PA      | $1284878.50   | 0.15%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1509657 | PA      | $1433277.27   | 0.17%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) DEC25                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        961 | NC      | $204706.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2025-1                                                            | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     980696 | PA      | $981556.86    | 0.12%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9349400 | PA      | $5472320.69   | 0.64%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1299000 | PA      | $1134494.64   | 0.13%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     661000 | PA      | $671159.57    | 0.08%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     746000 | PA      | $759151.98    | 0.09%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3061900 | PA      | $3089528.87   | 0.36%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     782918 | PA      | $764986.15    | 0.09%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                                          | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1510473.42   | 0.18%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     811000 | PA      | $818386.18    | 0.10%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7122900 | PA      | $6868868.47   | 0.80%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                | Diamond Infrastructure Funding LLC                                                                        | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     934964 | PA      | $900088.16    | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5582986 | PA      | $5769448.80   | 0.68%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                           | HomeBanc Mortgage Trust 2005-1                                                                            | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95375 | PA      | $78185.75     | 0.01%             | 2035-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     291000 | PA      | $296872.38    | 0.03%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     509217 | PA      | $509846.53    | 0.06%             | 2045-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                                                     | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     355000 | PA      | $385937.17    | 0.05%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353534 | PA      | $341272.90    | 0.04%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1525000 | PA      | $1600713.87   | 0.19%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     571000 | PA      | $565061.60    | 0.07%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     203329 | PA      | $195986.38    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| L Street Securities                               | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                    | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |      33485 | PA      | $35113.76     | 0.00%             | 2025-11-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $198106.00    | 0.02%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     919374 | PA      | $919947.39    | 0.11%             | 2045-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7343124 | PA      | $7468932.27   | 0.88%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                          | Volcan Cia Minera SAA                                                                                     | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     140000 | PA      | $145222.00    | 0.02%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                     | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27526 | PA      | $20173.32     | 0.00%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1949000 | PA      | $1925767.92   | 0.23%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                              | Swiss Re Finance Luxembourg SA                                                                            | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $604560.00    | 0.07%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     416000 | PA      | $426408.32    | 0.05%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                                                          | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     907173 | PA      | $797841.78    | 0.09%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |     531783 | PA      | $533104.33    | 0.06%             | 2045-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $798832.00    | 0.09%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                              | Kioxia Holdings Corp                                                                                      | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    1268000 | PA      | $1300739.76   | 0.15%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                                                 | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1148000 | PA      | $925620.92    | 0.11%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    2411530 | PA      | $2431883.31   | 0.28%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BFLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     978915 | PA      | $108380.74    | 0.01%             | 2044-12-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                                             | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1243000 | PA      | $1286753.60   | 0.15%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     578000 | PA      | $587213.32    | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1061665 | PA      | $128174.87    | 0.02%             | 2047-06-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        276 | PA      | $286.88       | 0.00%             | 2037-03-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                                            | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1855186.30   | 0.22%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1447000 | PA      | $1100172.19   | 0.13%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410FYE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1927 | PA      | $1998.94      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                                             | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2040000 | PA      | $2474118.94   | 0.29%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                                              | CUSIP: 25470DBV0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       6000 | PA      | $3869.40      | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     395747 | PA      | $391036.51    | 0.05%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2022-1                                                                                  | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1942545 | PA      | $1818775.55   | 0.21%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     440000 | PA      | $453050.40    | 0.05%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     323279 | PA      | $334189.18    | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12566800 | PA      | $13018419.38  | 1.53%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     730000 | PA      | $792561.00    | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     784000 | PA      | $866774.72    | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5035554 | PA      | $5072917.31   | 0.59%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2025-SF1                                                                      | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     259417 | PA      | $259723.84    | 0.03%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                                                          | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1298016.50   | 0.15%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     308000 | PA      | $316171.24    | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8684500 | PA      | $8930786.95   | 1.05%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1890000 | PA      | $1908525.21   | 0.22%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552649 | PA      | $546071.65    | 0.06%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1671700 | PA      | $1035605.09   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     489000 | PA      | $481665.00    | 0.06%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     626000 | PA      | $643847.26    | 0.08%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45798 | PA      | $47325.65     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                                            | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     730000 | PA      | $728547.30    | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2949900 | PA      | $2102840.82   | 0.25%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                            | Engie Energia Chile SA                                                                                    | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     981000 | PA      | $920913.75    | 0.11%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1273032 | PA      | $936408.32    | 0.11%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     771000 | PA      | $774446.37    | 0.09%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     526000 | PA      | $528577.40    | 0.06%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                    | Trust Fibra Uno                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     258000 | PA      | $253167.66    | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2006-13                                                                   | CUSIP: 12543TAU9<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |      72816 | PA      | $31574.83     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     563000 | PA      | $564559.51    | 0.07%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                 | Nexa Resources SA                                                                                         | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     441000 | PA      | $467460.00    | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                               | VZ Vendor Financing II BV                                                                                 | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |     540000 | PA      | $596062.23    | 0.07%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                        | Sodexo Inc                                                                                                | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     434000 | PA      | $454862.38    | 0.05%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                                                     | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     324000 | PA      | $324648.00    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     718000 | PA      | $740279.54    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3128MJBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12110 | PA      | $12557.12     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1381000 | PA      | $1387076.40   | 0.16%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1995900 | PA      | $2042367.05   | 0.24%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     661000 | PA      | $673393.75    | 0.08%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   25799600 | PA      | $25679201.78  | 3.01%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     509000 | PA      | $516986.21    | 0.06%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                        | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     230000 | PA      | $233760.50    | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10740000 | PA      | $10645605.50  | 1.25%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     523222 | PA      | $530515.77    | 0.06%             | 2043-04-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     216000 | PA      | $219270.24    | 0.03%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2194900 | PA      | $2112076.81   | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTX CO                                            | TTX Co                                                                                                    | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1697861.88   | 0.20%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     898700 | PA      | $906037.04    | 0.11%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMFN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176022 | PA      | $169789.25    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163550 | PA      | $157948.79    | 0.02%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-5                                                                       | CUSIP: 69548WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336000 | PA      | $336771.12    | 0.04%             | 2033-03-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     932000 | PA      | $656768.75    | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3871504 | PA      | $3415035.02   | 0.40%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     413000 | PA      | $426686.82    | 0.05%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                   | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    1357810 | PA      | $1409148.80   | 0.17%             | 2042-05-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T5                                                                          | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216041 | PA      | $212280.46    | 0.02%             | 2035-05-28      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1256877.36   | 0.15%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     139000 | PA      | $135814.12    | 0.02%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     753000 | PA      | $747653.70    | 0.09%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                | Diamond Issuer LLC                                                                                        | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1940541 | PA      | $1846339.18   | 0.22%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     745000 | PA      | $756510.25    | 0.09%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) DEC25                                                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -25 | NC      | $148278.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KNWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5318890 | PA      | $4332730.24   | 0.51%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398125 | PA      | $397878.56    | 0.05%             | 2044-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                                         | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1876364.90   | 0.22%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-2                                                                      | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1366000 | PA      | $1369765.79   | 0.16%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140E6KU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     555160 | PA      | $504610.93    | 0.06%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FRZU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3763196 | PA      | $912736.88    | 0.11%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     475048 | PA      | $441280.45    | 0.05%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      76000 | PA      | $77329.24     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     994000 | PA      | $1015649.32   | 0.12%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $890136.00    | 0.10%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2031000 | PA      | $2044567.08   | 0.24%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                   | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     711298 | PA      | $731747.82    | 0.09%             | 2042-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301197 | PA      | $294249.90    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-2 LLC                                                                                            | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283955 | PA      | $268952.10    | 0.03%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1232192 | PA      | $1084503.80   | 0.13%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                                             | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2139000 | PA      | $2167577.04   | 0.25%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1226750.04   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12560719 | PA      | $12494027.86  | 1.46%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1520361 | PA      | $1527962.81   | 0.18%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                  | Hardee's Funding LLC                                                                                      | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     757706 | PA      | $754813.32    | 0.09%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418TDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7454 | PA      | $7596.16      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10459482 | PA      | $10684197.70  | 1.25%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2021-C                                                                         | CUSIP: 12598CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199404 | PA      | $198679.93    | 0.02%             | 2027-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                  | MDC Holdings Inc                                                                                          | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     968000 | PA      | $919890.40    | 0.11%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1460555.60   | 0.17%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                            | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     306000 | PA      | $308157.30    | 0.04%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                                                      | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     517000 | PA      | $523405.63    | 0.06%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     455000 | PA      | $464272.90    | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     788000 | PA      | $784115.16    | 0.09%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1485000 | PA      | $1538712.45   | 0.18%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $2256374.34   | 0.26%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     385000 | PA      | $391090.70    | 0.05%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                                                                    | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    2091000 | PA      | $2142292.23   | 0.25%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1010798 | PA      | $982708.15    | 0.12%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7444839 | PA      | $7219427.89   | 0.85%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1146054.42   | 0.13%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     798987 | PA      | $793011.18    | 0.09%             | 2026-08-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     124000 | PA      | $124621.24    | 0.01%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                             | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1621000 | PA      | $1668706.03   | 0.20%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     356000 | PA      | $366626.60    | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     384000 | PA      | $396480.00    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                            | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     380000 | PA      | $379969.60    | 0.04%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1455375 | PA      | $1461519.71   | 0.17%             | 2045-03-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust       | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                        | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     676003 | PA      | $683918.52    | 0.08%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1016000 | PA      | $1030775.08   | 0.12%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1387698 | PA      | $166857.60    | 0.02%             | 2050-02-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     581000 | PA      | $526316.28    | 0.06%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-3                                                                       | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265383 | PA      | $267671.23    | 0.03%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                       | CLNY Trust 2019-IKPR                                                                                      | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     744000 | PA      | $717960.00    | 0.08%             | 2038-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6399800 | PA      | $6498296.89   | 0.76%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     419000 | PA      | $421149.47    | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   22152000 | PA      | $22132038.61  | 2.59%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     323000 | PA      | $329854.06    | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     980582 | PA      | $1006018.19   | 0.12%             | 2042-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                                                       | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     865000 | PA      | $876668.85    | 0.10%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     130704 | PA      | $118556.00    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2024-3                                                                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     352030 | PA      | $352322.69    | 0.04%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-1                                                                      | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1542061 | PA      | $1543833.86   | 0.18%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5327100 | PA      | $3739166.39   | 0.44%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125010 | PA      | $129268.93    | 0.02%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2609000 | PA      | $2385226.07   | 0.28%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     466000 | PA      | $462616.84    | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                                                        | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     458188 | PA      | $432987.77    | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1392342 | PA      | $1404473.23   | 0.16%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-2                                                                 | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118921 | PA      | $114242.64    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-1                                                                                     | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     427765 | PA      | $426406.89    | 0.05%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     862000 | PA      | $875361.00    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1206445 | PA      | $1238712.46   | 0.15%             | 2042-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133A1B92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1018913 | PA      | $947122.33    | 0.11%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2020-BID Mortgage Trust                                                                             | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1998000 | PA      | $1997375.63   | 0.23%             | 2037-10-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-1                                                                       | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     137331 | PA      | $138567.69    | 0.02%             | 2032-07-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                              | Kallpa Generacion SA                                                                                      | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     876000 | PA      | $915700.32    | 0.11%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                               | BHMS Commercial Mortgage Trust 2025-ATLS                                                                  | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1442000 | PA      | $1446064.28   | 0.17%             | 2042-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                            | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1108000 | PA      | $1287972.44   | 0.15%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                        | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1831000 | PA      | $1879814.46   | 0.22%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5490000 | PA      | $4141518.75   | 0.49%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     211595 | PA      | $212252.72    | 0.02%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JYGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1116047 | PA      | $1036714.68   | 0.12%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp        | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                  | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    1634000 | PA      | $1573245.76   | 0.18%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                            | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1132000 | PA      | $1200950.12   | 0.14%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1498276 | PA      | $1530964.65   | 0.18%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     192000 | PA      | $200217.60    | 0.02%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HAXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     494540 | PA      | $459850.05    | 0.05%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1084498 | PA      | $1086763.11   | 0.13%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                            | Engie Energia Chile SA                                                                                    | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $212882.00    | 0.02%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                                               | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $945315.00    | 0.11%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     261000 | PA      | $268216.65    | 0.03%             | 2032-03-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     944000 | PA      | $985885.28    | 0.12%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     494906 | PA      | $483236.82    | 0.06%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                              | Oleoducto Central SA                                                                                      | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     248000 | PA      | $243449.20    | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                               | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     433000 | PA      | $444968.12    | 0.05%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11043796 | PA      | $9303535.61   | 1.09%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                          | Globo Comunicacao e Participacoes S/A                                                                     | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     236000 | PA      | $227813.16    | 0.03%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                                                     | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     992000 | PA      | $1000620.48   | 0.12%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1785000 | PA      | $1841816.55   | 0.22%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FHQA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30200 | PA      | $29153.53     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities            | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     565512 | PA      | $543608.30    | 0.06%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GQ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     647779 | PA      | $85869.19     | 0.01%             | 2047-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3431600 | PA      | $3099029.71   | 0.36%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     352000 | PA      | $345051.52    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     484000 | PA      | $494986.80    | 0.06%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     960801 | PA      | $118834.21    | 0.01%             | 2047-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FTKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37855 | PA      | $36542.46     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     378000 | PA      | $394435.44    | 0.05%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                           | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     846000 | PA      | $850120.02    | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                               | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1238000 | PA      | $1215542.68   | 0.14%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1128 | PA      | $1166.18      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6767000 | PA      | $6710696.53   | 0.79%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3BL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     517602 | PA      | $512089.19    | 0.06%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     480000 | PA      | $491424.00    | 0.06%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     707000 | PA      | $719224.03    | 0.08%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7167300 | PA      | $7239252.95   | 0.85%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                    | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2010000 | PA      | $2047687.50   | 0.24%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48535.49     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    2273720 | PA      | $2405015.73   | 0.28%             | 2042-06-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     710000 | PA      | $709907.70    | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                       | OCCU Auto Receivables Trust 2025-1                                                                        | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1955000 | PA      | $1960420.63   | 0.23%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2305760 | PA      | $2337833.12   | 0.27%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                                             | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44715.15     | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1675000 | PA      | $1557616.00   | 0.18%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                   | Ross Stores Inc                                                                                           | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1931756.75   | 0.23%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     378000 | PA      | $345646.98    | 0.04%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5196619 | PA      | $4624510.52   | 0.54%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402CVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1398 | PA      | $1443.45      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1253016.54   | 0.15%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     141000 | PA      | $164404.59    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     726000 | PA      | $809250.42    | 0.09%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2QB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4069981 | PA      | $3623178.95   | 0.42%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                     | Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1                            | CUSIP: 86359BMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25825 | PA      | $25732.37     | 0.00%             | 2034-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                   | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    1053387 | PA      | $1055472.24   | 0.12%             | 2044-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138MFS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2357934 | PA      | $2243364.23   | 0.26%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2024-3                                                                         | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     383463 | PA      | $384510.91    | 0.05%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-16

**Name of Applicant:** BERNSTEIN SANFORD C FUND II INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller