# EDGAR Filing Document

**Accession Number:** 0000711175
**File Stem:** 0000940400-26-008901
**Filing Date:** 2026-2
**Character Count:** 696700
**Document Hash:** 920587e3acf0aa24bdfe74dfc3c46dfe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008901.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008901

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL SERIES FUND
- **CENTRAL INDEX KEY:** 0000711175

**ORGANIZATION NAME:**
- **EIN:** 860446842
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03623
- **FILM NUMBER:** 26698275

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### PSF PGIM 50/50 BALANCED PORTFOLIO (Series ID: S000002226)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000005724 | Class I      |  |
| C000226565 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Series Fund

- **b. Investment Company Act file number:** 811-03623

- **c. CIK number of Registrant:** 0000711175

- **d. LEI of Registrant:** 5493007AGJZME68YC130

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** PSF PGIM 50/50 Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000002226

- **c. LEI of Series:** 896KMYUYTUBKV7S4AA52

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2912783530.51

**Total Liabilities:** $74071519.12

**Net Assets:** $2838712011.39

**Stand-by Commitments:** $3383219.20

**Cash Not Reported:** $2385420.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1244.53365000 | **1-Year:** 53068.97107000 | **5-Year:** 253859.18347000 | **10-Year:** 109702.64842000 | **30-Year:** 7160.43293000

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

- **3-Month:** 52.24139000 | **1-Year:** 1598.13010000 | **5-Year:** 3126.11653000 | **10-Year:** 25.64422000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005724 | 1.46%                | 0.38%                | -0.04%               |
| Class ID C000226565 | 1.43%                | 0.37%                | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9459086.35              | $24491680.16                               |
| Month 2  | $6928127.89              | $-1514098.22                               |
| Month 3  | $12560200.13             | $-14802093.43                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                  | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $188873.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3390.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                         | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       640 | NS      | $310771.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3052056 | PA      | $2625171.89   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      2700 | NS      | $561087.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1615000 | PA      | $1724012.50   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ST Engineering                                   | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     12700 | NS      | $82983.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1906092.27   | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                     | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     19500 | NS      | $279630.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $431010.45    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                         | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      6100 | NS      | $2859436.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891305 | PA      | $820955.27    | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    513998 | PA      | $520098.63    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192511.65    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38381XUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1442700 | PA      | $30351.95     | 0.00%             | 2049-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      8100 | NS      | $905742.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 3618N5JG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1185846 | PA      | $1222046.05   | 0.04%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                             | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3920 | NS      | $406386.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3540062 | PA      | $3587034.24   | 0.13%             | 2055-06-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                   | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      2000 | NS      | $31409.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                          | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       860 | NS      | $802629.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $597322.81    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1748124 | PA      | $1508709.98   | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                   | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4151 | NS      | $886030.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                              | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     10900 | NS      | $145073.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1044683 | PA      | $806056.56    | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527936 | PA      | $510268.49    | 0.02%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      1100 | NS      | $39536.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                   | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196188.74    | 0.01%             | 2034-06-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $393744.00    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBHT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856291 | PA      | $1643049.88   | 0.06%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5138000 | PA      | $5180340.20   | 0.18%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $425529.39    | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                         | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      2600 | NS      | $75807.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                       | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      6140 | NS      | $2858599.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                   | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1000 | NS      | $126447.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     14400 | NS      | $3279168.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663941 | PA      | $1565330.52   | 0.06%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      6540 | NS      | $445439.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5R93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126670 | PA      | $132244.80    | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1100 | NS      | $1109955.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      5275 | NS      | $137466.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     13337 | NS      | $4365333.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4238799 | PA      | $4314356.33   | 0.15%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     11100 | NS      | $1396602.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31417A4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65245 | PA      | $64801.74     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2928854.13   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7110 | NS      | $1379837.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                             | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      1921 | NS      | $43619.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                       | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3660 | NS      | $644123.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1744747.33   | 0.06%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                   | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      5300 | NS      | $1459567.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY FUNDING                                   | Newday Funding Master Issuer PLC - Series 2024-2                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |   1400000 | PA      | $1890670.26   | 0.07%             | 2032-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                       | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       318 | NS      | $147035.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                    | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3778 | NS      | $10560.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                 | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |   1718216 | PA      | $2009869.70   | 0.07%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1298165.66   | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    610877 | PA      | $583803.42    | 0.02%             | 2050-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403RLM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15462 | PA      | $15865.91     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     43150 | NS      | $5406263.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    995000 | PA      | $1121975.20   | 0.04%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |     11500 | NS      | $4903485.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                   | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      2300 | NS      | $56148.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                       | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     48500 | NS      | $836625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295594 | PA      | $1057060.35   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $392048.36    | 0.01%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     51600 | NS      | $4142448.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2493337.49   | 0.09%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                       | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      1300 | NS      | $26000.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534026 | PA      | $538411.77    | 0.02%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $414260.81    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236842.09    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                      | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       575 | NS      | $123999.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741417 | PA      | $733672.38    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     30019 | NS      | $5329273.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     69520 | NS      | $31264534.40  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     31990 | NS      | $3072959.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                  | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       744 | NS      | $54019.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3847 | NS      | $285755.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135128 | PA      | $135312.03    | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31414GYU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16057 | PA      | $16982.33     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3641853 | PA      | $3257806.24   | 0.11%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                         | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      2340 | NS      | $768924.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2024-A                                                    | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415449 | PA      | $417963.01    | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American International Group I                   | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     13339 | NS      | $1141151.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    345000 | PA      | $372869.03    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3200 | NS      | $577280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      3100 | NS      | $410626.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY FUNDING                                   | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |   3400000 | PA      | $4604006.53   | 0.16%             | 2032-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    955402 | PA      | $883396.10    | 0.03%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     25013 | NS      | $1090316.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $340443.40    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    184240 | NS      | $89102148.80  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      6714 | NS      | $4388068.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                        | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       301 | NS      | $6274.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                           | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      4019 | NS      | $192835.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176535 | PA      | $155153.17    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                           | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     17000 | NS      | $651780.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                        | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     13600 | NS      | $885224.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31296YBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83696 | PA      | $85103.23     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                            | Tennessee Valley Authority                                                      | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    435000 | PA      | $492521.21    | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                       | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     13114 | NS      | $1436114.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $915987.91    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55875 | PA      | $56722.66     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                      | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      8750 | NS      | $258037.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                       | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3200 | NS      | $262400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2746952 | PA      | $2119520.59   | 0.07%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     59708 | NS      | $12356570.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2091090 | PA      | $1872074.14   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383UCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7524739 | PA      | $172512.17    | 0.01%             | 2052-07-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $211489.05    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201LGQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14417 | PA      | $14927.10     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   1615000 | OU      | $1.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402VTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28116 | PA      | $27989.12     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    840145 | PA      | $696011.76    | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     13260 | NS      | $1529010.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Future PLC                                       | Future PLC                                                                      | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |      4158 | NS      | $29505.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     18400 | NS      | $1825096.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124996.97    | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5140000 | PA      | $5402115.84   | 0.19%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                       | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      3200 | NS      | $283840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     21615 | NS      | $1266422.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    885000 | PA      | $911225.67    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31409V7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36338 | PA      | $38082.63     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3362 | NS      | $1917046.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                           | Campbell's Company/The                                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      5700 | NS      | $158859.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALABAMA ECON SETTLEMENT AUTH B                   | Alabama Economic Settlement Authority                                           | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $179849.14    | 0.01%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                        | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3575 | NS      | $648183.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Honeywell International Inc                      | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     15712 | NS      | $3065254.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    805000 | PA      | $873921.22    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36200KC54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14189 | PA      | $14677.44     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      7602 | NS      | $630585.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                      | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2722 | NS      | $94439.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808375 | PA      | $688787.93    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 3618N5EY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315953 | PA      | $325598.35    | 0.01%             | 2055-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    780000 | PA      | $691934.23    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                         | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     13800 | NS      | $263718.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                        | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     61376 | NS      | $1768856.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                    | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      3600 | NS      | $124605.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                     | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      7850 | NS      | $433398.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     11200 | NS      | $1035216.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     97600 | NS      | $7518128.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                          | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       146 | NS      | $8470.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |       715 | NS      | $47462.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                    | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      7600 | NS      | $78227.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5600 | NS      | $743512.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    111100 | NS      | $4099590.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212583 | PA      | $189834.38    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                      | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     11360 | NS      | $1110440.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                        | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      1097 | NS      | $90666.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414234.56    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C14                                          | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2099430 | PA      | $2105701.05   | 0.07%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261781.17    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     15000 | NS      | $336750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                            | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     10547 | NS      | $423989.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                      | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      6400 | NS      | $200714.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                     | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1600 | NS      | $454784.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                        | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       528 | NS      | $57418.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    985000 | PA      | $890406.30    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     41650 | NS      | $8118001.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     61433 | NS      | $6466437.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870797 | PA      | $23512.57     | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1051784.63   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                        | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-513363.74   | -0.02%            | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416TL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358397 | PA      | $361495.52    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       951 | NS      | $392734.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      5114 | NS      | $124783.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |       100 | NS      | $16421.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2760000 | PA      | $2713856.25   | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                      | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      5900 | NS      | $462265.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5652061.80   | 0.20%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $101590.00    | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                   | AmeriCredit Automobile Receivables Trust 2021-3                                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464632 | PA      | $461410.18    | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1393421 | PA      | $1202573.68   | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                   | Norwegian Cruise Line Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $267840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CALIFORNIA ST                                    | State of California                                                             | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $408078.90    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479714 | PA      | $433207.78    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                    | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     19450 | NS      | $4222984.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406EUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       435 | PA      | $434.11       | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2019-A LLC                                       | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127210 | PA      | $126575.65    | 0.00%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1448909.41   | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480457 | PA      | $478617.68    | 0.02%             | 2049-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MC4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1703 | PA      | $1701.43      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     45655 | NS      | $22948485.75  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                     | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       500 | NS      | $10826.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5444155.08   | 0.19%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     30400 | NS      | $4108256.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                        | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       328 | NS      | $43571.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8953099 | PA      | $8544435.91   | 0.30%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     15600 | NS      | $3571152.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                   | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       100 | NS      | $14756.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $679997.06    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253602.07    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                      | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12555.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123871 | PA      | $127522.77    | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                            | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       107 | NS      | $29272.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357259 | PA      | $345988.27    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES3                                             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923793 | PA      | $934644.60    | 0.03%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      1135 | NS      | $25723.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      7000 | NS      | $150339.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2019-B LLC                                       | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187855 | PA      | $185137.03    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                     | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4774 | NS      | $72900.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230375.90    | 0.01%             | N/A             | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $620222.40    | 0.02%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2888343.74   | 0.10%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589548 | PA      | $1360507.94   | 0.05%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150745.47    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                          | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     70000 | PA      | $46992.87     | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                            | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     89185 | PA      | $89187.45     | 0.00%             | 2031-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $621124.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172740 | PA      | $162370.97    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      2260 | NS      | $471775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonae SGPS SA                                    | Sonae SGPS SA                                                                   | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |      5589 | NS      | $10586.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                              | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1900 | NS      | $345572.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11029047 | PA      | $11157244.80  | 0.39%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ericsson                                         | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     10217 | NS      | $99432.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                      | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       912 | NS      | $16049.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794438 | PA      | $118445.70    | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                       | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3400 | NS      | $663816.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                      | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       273 | NS      | $30189.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                     | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       322 | NS      | $21038.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1386345.28   | 0.05%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179MVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226181 | PA      | $219855.23    | 0.01%             | 2042-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $5881.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98678 | PA      | $98294.87     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                             | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1400 | NS      | $190918.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1248133 | PA      | $1248871.58   | 0.04%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                              | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5600 | NS      | $1144248.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499436.86    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4114 | PA      | $4320.17      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                         | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     29400 | NS      | $1873074.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                       | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1842 | NS      | $102039.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3097012.03   | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                     | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1584 | NS      | $62671.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1117822 | PA      | $960809.47    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                      | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2684 | NS      | $369844.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                       | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     10500 | NS      | $1425060.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $923193.83    | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                          | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     23500 | NS      | $485040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      9042 | NS      | $1986617.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    506000 | PA      | $464311.67    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    854578 | PA      | $860029.59    | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                               | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    635000 | PA      | $691202.52    | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $569280.83    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3600 | NS      | $655128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1350000 | PA      | $1189265.63   | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                         | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     11500 | NS      | $1001650.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1100423.77   | 0.04%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      6300 | NS      | $1630377.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    241000 | NS      | $55627620.00  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     22320 | NS      | $7368055.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                    | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      3202 | NS      | $142778.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                  | Bunge Global SA                                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      3400 | NS      | $302872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                        | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     55500 | NS      | $891885.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1810987.02   | 0.06%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    615000 | PA      | $613472.62    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS4                                           | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3028653 | PA      | $3009566.26   | 0.11%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     44182 | NS      | $5026586.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                             | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      9980 | NS      | $2046099.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                          | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      5651 | NS      | $25385.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69039.71     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      4965 | NS      | $1052232.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                            | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     13180 | NS      | $2110118.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101328 | PA      | $93849.72     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      3400 | NS      | $760546.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                        | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1520973.89   | 0.05%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $616517.10    | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                              | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4600 | NS      | $628314.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                          | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      7319 | NS      | $1190288.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                        | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -7000000 | PA      | $-7091315.63  | -0.25%            | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                      | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1303 | NS      | $100519.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970432 | PA      | $1683279.94   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2156428 | PA      | $2192434.42   | 0.08%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                         | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      7893 | NS      | $1461073.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395318 | PA      | $373934.94    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36200GKX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38451 | PA      | $39210.69     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38381WV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2866405 | PA      | $30624.67     | 0.00%             | 2049-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3746 | PA      | $3832.23      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                         | Regatta XII Funding Ltd                                                         | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6525436.45   | 0.23%             | 2037-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                   | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     18200 | NS      | $2805348.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                            | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     13200 | NS      | $545556.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797511 | PA      | $798697.01    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     44335 | NS      | $5173451.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217911.05    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $370977.02    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $521982.47    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133A2BB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1126824 | PA      | $1008454.95   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                 | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     10700 | NS      | $719468.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1588904 | PA      | $1617906.37   | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1994273.42   | 0.07%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      3176 | NS      | $122400.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2541078.80   | 0.09%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179YYZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1781765 | PA      | $1840046.33   | 0.06%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                      | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4700 | NS      | $1587425.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Cons                                 | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1900 | NS      | $36179.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                        | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2100 | NS      | $433083.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201VZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58936 | PA      | $60906.82     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38381AE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2918213 | PA      | $81261.43     | 0.00%             | 2048-11-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                             | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      7750 | NS      | $504447.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     18107 | NS      | $125121.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2043217.13   | 0.07%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296590.58    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    695000 | PA      | $701330.52    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1699376.44   | 0.06%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $440532.96    | 0.02%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                   | Bay Area Toll Authority                                                         | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1380993.11   | 0.05%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121379 | PA      | $114526.34    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                  | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24898 | NS      | $1133854.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2829450.85   | 0.10%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694216 | PA      | $1629077.59   | 0.06%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67677.08     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                            | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      6200 | NS      | $2087292.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS LP                                | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141573.87    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     14610 | NS      | $1079094.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                              | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       161 | NS      | $50907.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     39536 | NS      | $685949.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2480000 | PA      | $2333594.19   | 0.08%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts Inc                        | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     16082 | NS      | $285133.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1937885 | PA      | $1977966.80   | 0.07%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18705 | PA      | $19800.89     | 0.00%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201YW85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80988 | PA      | $81391.90     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1010000 | PA      | $1037283.03   | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                   | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3000 | NS      | $416730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31389GSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4495 | PA      | $4720.73      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411930 | PA      | $395054.12    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                      | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1300 | NS      | $447980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO ST UNIV                                     | Ohio State University/The                                                       | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    415000 | PA      | $415281.79    | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Home Lending Mortgage Trust Series 2024-RPL3                              | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445997 | PA      | $398344.54    | 0.01%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                         | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    370000 | PA      | $351977.30    | 0.01%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239934 | PA      | $222088.57    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866948 | PA      | $668922.55    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136B9GC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623228 | PA      | $83398.52     | 0.00%             | 2050-04-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Charter Hall Group                               | Charter Hall Group                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       989 | NS      | $16086.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399616 | PA      | $345254.62    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS CREDIT SUISSE GROUP AG                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-8660.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      1864 | NS      | $154388.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                    | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3312 | NS      | $135814.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763949 | PA      | $1658030.51   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                     | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     16800 | NS      | $2141664.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198535.88    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                       | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      5300 | NS      | $336338.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131911.80    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PulteGroup Inc                                   | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4822 | NS      | $565427.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 3620C0YW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22576 | PA      | $21756.84     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                        | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1180 | NS      | $602661.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS_18-3                                         | TFS_18-3                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |         1 | PA      | $1.18         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Wynn Resorts Ltd                                 | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      2100 | NS      | $252693.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                      | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      1162 | NS      | $32671.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                         | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     13100 | NS      | $383437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                         | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3250 | NS      | $3949010.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                        | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1880 | NS      | $29314.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403QQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6350 | PA      | $6587.94      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    415000 | PA      | $413186.45    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083303 | PA      | $883962.81    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                 | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1340 | NS      | $274539.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57701 | PA      | $54931.38     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                          | Korea National Oil Corp                                                         | CUSIP: 50065WAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    335000 | PA      | $335335.00    | 0.01%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                              | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     23200 | NS      | $1354416.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2702838.10   | 0.10%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                  | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      1500 | NS      | $44546.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $248619.25    | 0.01%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                      | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      6200 | NS      | $1729304.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4062163 | PA      | $3688551.04   | 0.13%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-C61                                  | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $7976094.30   | 0.28%             | 2054-11-15      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     16000 | NS      | $586080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS1                                            | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179742 | PA      | $179788.22    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464434.79    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      5000 | NS      | $644900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokio Marine Holdings Inc                        | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       200 | NS      | $7393.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2304187.13   | 0.08%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352179 | PA      | $330249.25    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36290XPE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40646 | PA      | $40832.51     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                      | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1200 | NS      | $532932.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                          | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      2482 | NS      | $75572.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201VY48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2325 | PA      | $2389.16      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     49219 | PA      | $49357.64     | 0.00%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                          | Texas Pacific Land Corp                                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $404980.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                  | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      6600 | NS      | $213114.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     19461 | NS      | $2281023.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                         | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $519384.00    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF - Old IO fund                   | PGIM AAA CLO ETF - Old IO fund                                                  | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |   1051964 | NS      | $53923674.64  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1702691.55   | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1318087 | PA      | $1291736.19   | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1040 | NS      | $352924.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       331 | PA      | $339.82       | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                      | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1443 | NS      | $34028.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1765885 | PA      | $1565021.81   | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31413DKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4590 | PA      | $4854.48      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89279 | PA      | $87454.73     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    725000 | PA      | $746040.35    | 0.03%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                             | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $452053.08    | 0.02%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1511699.75   | 0.05%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2950000 | PA      | $2998402.72   | 0.11%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31371NDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8377 | PA      | $8859.50      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X3AX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2027154 | PA      | $1957755.48   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| News Corp                                        | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3800 | NS      | $112594.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA NATIONAL OIL CORP                          | Korea National Oil Corp                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    345000 | PA      | $351306.60    | 0.01%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    535000 | PA      | $384400.95    | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                        | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      2195 | NS      | $104845.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $833374.30    | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31391AVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       865 | PA      | $897.28       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT                   | Penta CLO 3 DAC                                                                 | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |   4250000 | PA      | $4996930.98   | 0.18%             | 2038-10-17      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                         | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      5900 | NS      | $617848.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39886 | PA      | $41007.54     | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3412283.93   | 0.12%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874996 | PA      | $810917.63    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     14560 | NS      | $3368019.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                     | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      4379 | NS      | $202198.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                       | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      3800 | NS      | $33302.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                      | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      1900 | NS      | $39269.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      3300 | NS      | $941226.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                               | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3350 | NS      | $567657.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3599744.52   | 0.13%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                              | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3100 | NS      | $553629.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3710000 | PA      | $3821596.80   | 0.13%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $393393.70    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                         | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    690000 | PA      | $757879.47    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                         | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     19388 | NS      | $201583.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1158275.55   | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      9601 | NS      | $838647.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     33148 | NS      | $796214.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     19700 | NS      | $5062703.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      4553 | NS      | $127976.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4885000 | PA      | $4490383.59   | 0.16%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403J7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14302 | PA      | $14838.90     | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                            | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      5561 | NS      | $6303.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $624557.35    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1914361.42   | 0.07%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269518 | PA      | $244367.77    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5033354.88   | 0.18%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                            | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     19500 | NS      | $2205450.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $494781.25    | 0.02%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $496786.21    | 0.02%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                           | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      1368 | NS      | $78375.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318442 | PA      | $307850.23    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                   | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    785000 | PA      | $491757.02    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402URR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30519 | PA      | $31220.07     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERH60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159321 | PA      | $153250.72    | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                             | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     13044 | NS      | $504411.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partne                   | PRET 2024-RPL2 Trust                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871464 | PA      | $839504.67    | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281885 | PA      | $279652.35    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     13400 | NS      | $1407134.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                        | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      4200 | NS      | $122838.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                            | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    686000 | PA      | $694018.51    | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071268 | PA      | $986895.85    | 0.03%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS STANDARD CHARTERED BANK                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3990.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                        | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     15800 | NS      | $1161300.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     50370 | NS      | $2716957.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407KL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33909 | PA      | $34825.38     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1388934.27   | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medcap AB                                        | Medcap AB                                                                       | CUSIP: 000000000<br>LEI: 549300NGO5XAJ6TL8719 | Long             | EC               | CORP              | SE        |       115 | NS      | $6848.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS3                                           | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3324218 | PA      | $3300854.23   | 0.12%             | 2049-10-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263127.88    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2893069 | PA      | $2857940.94   | 0.10%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433528.51    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276425.75    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Apollo Global Management Inc                     | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     11500 | NS      | $1664740.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    340000 | PA      | $261755.53    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TENN VALLEY AUTHORITY                            | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    145000 | PA      | $126986.47    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107861 | PA      | $106303.12    | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      7200 | NS      | $573840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BOF URSA FUNDING                                 | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218584 | PA      | $222151.06    | 0.01%             | 2032-07-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                           | TKO Group Holdings Inc                                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $355300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      9537 | NS      | $3037629.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                        | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       400 | NS      | $60667.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    560000 | PA      | $518808.47    | 0.02%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Evolution Mining Ltd                             | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     10152 | NS      | $84959.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485386.95    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4119507 | PA      | $3884564.62   | 0.14%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                   | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      4400 | NS      | $67598.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      5500 | NS      | $1587960.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                     | Dayforce Inc                                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4150 | NS      | $287014.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PVK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5026 | PA      | $5015.58      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                        | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      3937 | NS      | $642990.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                               | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |       600 | NS      | $86256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                   | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1825 | NS      | $255244.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                   | New Jersey Turnpike Authority                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1207150.27   | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38008 | PA      | $39646.08     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                       | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      4222 | NS      | $136375.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $52967.14     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                        | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      3000 | NS      | $41760.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                       | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      3500 | NS      | $1477070.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinci SA                                         | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       529 | NS      | $74421.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $888211.51    | 0.03%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Corp                                         | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      9614 | NS      | $235158.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327297 | PA      | $330462.25    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                      | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     29386 | NS      | $365855.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2905426 | PA      | $2244168.96   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                         | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     15400 | NS      | $825440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3540825 | PA      | $3516892.75   | 0.12%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1804663.57   | 0.06%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                    | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5528 | NS      | $1715006.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ENERGY                                     | QatarEnergy                                                                     | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    545000 | PA      | $489028.50    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK35                                                                 | CUSIP: 06540CAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3186271.20   | 0.11%             | 2064-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84991.95     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                     | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     11100 | NS      | $648351.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MYLAN INC                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    590000 | PA      | $507721.13    | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                              | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1120 | NS      | $178483.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     53950 | NS      | $35611855.50  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4790939.27   | 0.17%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731853 | PA      | $655340.06    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4800 | NS      | $764352.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201VXY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4647 | PA      | $4840.71      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                      | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3250 | NS      | $442650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                     | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      7896 | NS      | $96537.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                          | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3800 | NS      | $331550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7GZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85009 | PA      | $78567.42     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                     | QatarEnergy                                                                     | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    500000 | PA      | $489915.00    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                       | MMAF Equipment Finance LLC 2019-B                                               | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1132579 | PA      | $1124297.54   | 0.04%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                      | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      8100 | NS      | $1101519.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1205898 | PA      | $1068417.12   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                      | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1840 | NS      | $464195.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2500 | NS      | $1929675.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53342 | PA      | $46086.86     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                        | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     11000 | NS      | $74783.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      3770 | NS      | $298734.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                       | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     13700 | NS      | $920229.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38381AHP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    899811 | PA      | $22714.75     | 0.00%             | 2048-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                   | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2800 | NS      | $624876.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390LP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9410 | PA      | $9763.68      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1994933 | PA      | $1928932.48   | 0.07%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2033 | NS      | $323694.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C5                                           | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3287899 | PA      | $3239220.02   | 0.11%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                              | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      2400 | NS      | $67328.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                              | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    845000 | PA      | $878729.73    | 0.03%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                    | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     17000 | NS      | $3155370.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                             | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     20200 | NS      | $1596204.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1347429.60   | 0.05%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304303.77    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357931.09    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201VY89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1337 | PA      | $1380.49      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                         | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1940 | NS      | $1113036.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133B9MY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641904 | PA      | $616849.19    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383UT59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1471748 | PA      | $68244.36     | 0.00%             | 2052-10-20      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4430 | NS      | $694624.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Automobile Receivable                   | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1106186.73   | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                    | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1000 | NS      | $340070.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       956 | NS      | $176916.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AWEN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745063 | PA      | $729600.69    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117110 | PA      | $105633.52    | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441265 | PA      | $419760.09    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                    | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3570 | NS      | $3821113.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      1059 | NS      | $148565.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1186245 | PA      | $29303.11     | 0.00%             | 2052-07-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2424009 | PA      | $2376045.68   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     23100 | NS      | $1878492.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                    | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      4748 | NS      | $69427.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31371L6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       506 | PA      | $533.46       | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30828 | PA      | $31661.85     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     12000 | NS      | $2226240.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390VPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27546 | PA      | $28580.17     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                        | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       651 | NS      | $66088.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813120 | PA      | $827447.79    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                           | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1400 | NS      | $357364.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                             | Cross 2025-H5 Mortgage Trust                                                    | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411324 | PA      | $1423172.54   | 0.05%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $358956.20    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-186614.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94414.70     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                     | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1300 | NS      | $313105.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCLI BIDCO LLC                                   | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179752.53    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884944 | PA      | $793090.03    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3363058 | PA      | $3335621.78   | 0.12%             | 2051-04-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     10800 | NS      | $959796.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOF URSA FUNDING                                 | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601101 | PA      | $611576.18    | 0.02%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                             | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      5100 | NS      | $824313.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181620 | PA      | $171716.08    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1667994.91   | 0.06%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309301.20    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945386 | PA      | $955060.95    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                       | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5480 | NS      | $1582952.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36439 | PA      | $36796.99     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     40299 | NS      | $8630433.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237271 | PA      | $238923.39    | 0.01%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     20310 | NS      | $11594572.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1277553.92   | 0.05%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| West Pharmaceutical Services I                   | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1800 | NS      | $495252.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $1953186.82   | 0.07%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                        | DHL GROUP                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       308 | NS      | $16793.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936EZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185777 | PA      | $183186.96    | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612784 | PA      | $621885.38    | 0.02%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                            | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1010000 | PA      | $1003231.95   | 0.04%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36292NKS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17208 | PA      | $17767.34     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     19670 | NS      | $21138955.60  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391771 | PA      | $322047.29    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                 | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       524 | NS      | $18307.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402986 | PA      | $386670.55    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                         | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     33155 | NS      | $6080627.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2034089.70   | 0.07%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1340265.89   | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2273889 | PA      | $1943979.02   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51989 | PA      | $42389.53     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31298SZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62708 | PA      | $65917.25     | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1621367.94   | 0.06%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079810 | PA      | $1110899.87   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       752 | NS      | $153131.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2477749 | PA      | $468915.50    | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                             | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      1672 | NS      | $57646.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2017-C8 Commercial Mortgage Trust                                         | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3432091 | PA      | $3381062.76   | 0.12%             | 2050-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     18000 | NS      | $1380060.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1700 | NS      | $310216.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                             | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       800 | NS      | $4284264.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                        | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |       789 | NS      | $183224.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106371 | PA      | $105495.50    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                     | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $695743.98    | 0.02%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      7900 | NS      | $552447.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    403745 | PA      | $386723.13    | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                         | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      2700 | NS      | $277803.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1237839 | PA      | $21995.53     | 0.00%             | 2052-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1315000 | PA      | $1410534.75   | 0.05%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1861333 | PA      | $1824695.80   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                          | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      7900 | NS      | $289772.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GAP INC/THE                                      | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189421.58    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                               | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     15000 | NS      | $147220.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                        | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       216 | NS      | $19483.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                        | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      7704 | NS      | $2721592.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    140870 | NS      | $3507663.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2025-R04                                    | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807080 | PA      | $807884.98    | 0.03%             | 2045-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                       | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      6200 | NS      | $1627624.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                    | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      6497 | NS      | $196073.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36200WE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9758 | PA      | $10096.99     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                             | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $411292.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597478 | PA      | $1599957.64   | 0.06%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     24550 | NS      | $8447655.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2095284.17   | 0.07%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2191 | NS      | $124209.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19441 | PA      | $18903.48     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    530000 | PA      | $573191.45    | 0.02%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346899.93    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36241KFC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9084 | PA      | $9427.05      | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383T2H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3234570 | PA      | $67494.47     | 0.00%             | 2052-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                       | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      5837 | NS      | $57785.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                               | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      5500 | NS      | $563530.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-BNK2                                        | CUSIP: 61690YBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1739465 | PA      | $1720652.32   | 0.06%             | 2049-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2110565 | PA      | $1787163.92   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1335000 | PA      | $1217470.61   | 0.04%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-UBS11                                       | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6151882 | PA      | $6111592.09   | 0.22%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136BWRC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5642622 | PA      | $5717497.28   | 0.20%             | 2055-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                    | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3905 | NS      | $786779.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295314 | PA      | $276104.37    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    440000 | PA      | $445830.00    | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148275.05    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510858.40    | 0.02%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376405.88    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M1MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323201 | PA      | $308759.62    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                        | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1910 | NS      | $339865.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                    | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     15192 | NS      | $949196.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                        | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     12000 | NS      | $1323240.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137H7BF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239887 | PA      | $4855.93      | 0.00%             | 2052-05-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405VX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1545 | PA      | $1613.04      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7WA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35281 | PA      | $35616.68     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2348979 | PA      | $2294572.69   | 0.08%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                              | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    433170 | PA      | $347996.07    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                         | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      7100 | NS      | $97247.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2562382.07   | 0.09%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                          | Paramount Skydance Corp                                                         | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      6890 | NS      | $92326.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2128879 | PA      | $2006121.61   | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                       | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1501 | NS      | $28963.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     12027 | NS      | $141563.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                       | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      3600 | NS      | $867132.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111863 | PA      | $109646.77    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406RMN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73561 | PA      | $75787.58     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201XAK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95770 | PA      | $98400.41     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357463 | PA      | $340565.97    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150061 | PA      | $148558.99    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349145 | PA      | $325766.03    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                       | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5600 | NS      | $913416.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    515000 | PA      | $554591.21    | 0.02%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS CREDIT SUISSE GROUP AG                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-8660.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                       | Friedrich Vorwerk Group SE                                                      | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       220 | NS      | $20842.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3296877.20   | 0.12%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1209163.59   | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    514000 | PA      | $475707.00    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307EZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38474 | PA      | $38002.22     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7M51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222137 | PA      | $215115.45    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      8872 | NS      | $740190.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390REE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10156 | PA      | $10664.44     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4222597 | PA      | $4099523.10   | 0.14%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514953 | PA      | $464892.38    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                 | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7500 | NS      | $525900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5KA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16319 | PA      | $17082.09     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406BFQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36357 | PA      | $38019.13     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                    | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       655 | NS      | $43206.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                      | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4450 | NS      | $714625.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1690000 | PA      | $1725912.50   | 0.06%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2854000 | PA      | $2988228.76   | 0.11%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                   | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      6400 | NS      | $101574.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    969843 | PA      | $968210.74    | 0.03%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $988600.00    | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                     | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     23384 | NS      | $2985201.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     31100 | NS      | $5323698.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36210GC93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10441 | PA      | $10708.20     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2017-1 Ltd                                                   | CUSIP: 13876GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1130211 | PA      | $1130342.98   | 0.04%             | 2030-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     17818 | NS      | $422108.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     14700 | NS      | $1253175.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                        | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2700 | NS      | $615654.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31409G6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73136 | PA      | $75723.08     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                             | Kioxia Holdings Corp                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |       700 | NS      | $46588.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                        | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4200 | NS      | $853398.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      5400 | NS      | $2101680.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2643.21      | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $951264.24    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                 | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      3900 | NS      | $84045.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                      | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       900 | NS      | $24734.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     27600 | NS      | $4239636.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3730 | NS      | $1905470.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                          | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      4336 | NS      | $57406.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1204604 | PA      | $1058043.40   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7900 | NS      | $1423106.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                      | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       937 | NS      | $75821.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402UR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31296 | PA      | $31347.00     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2036109 | PA      | $1997989.32   | 0.07%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                           | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     13573 | NS      | $534640.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Caterpillar Inc                                  | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     11600 | NS      | $6645292.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73617.75     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                       | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       681 | NS      | $97573.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                    | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     98785 | NS      | $1296059.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     24507 | NS      | $156872.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                          | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2700 | NS      | $522261.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 29 Ltd                               | Elmwood CLO 29 Ltd                                                              | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6020667.00   | 0.21%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155248 | PA      | $149949.38    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31287QGN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62637 | PA      | $64325.24     | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2703918.59   | 0.10%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                               | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3496 | NS      | $71975.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24942 | PA      | $25877.76     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                        | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       616 | NS      | $59601.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                             | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2582000 | PA      | $2733476.71   | 0.10%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                            | Kennedy Lewis CLO 8 Ltd                                                         | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3261754.93   | 0.11%             | 2038-01-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    960000 | PA      | $808438.44    | 0.03%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    105076 | NS      | $4279745.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2900 | NS      | $466204.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                             | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3145 | NS      | $2764329.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                    | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1300 | NS      | $283426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      6000 | NS      | $662160.00    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      7000 | NS      | $410340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                               | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     12147 | NS      | $3294266.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201VYK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11550 | PA      | $11942.99     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nitto Boseki Co Ltd                              | Nitto Boseki Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3538005B13YMJ9BWQO82 | Long             | EC               | CORP              | JP        |       400 | NS      | $26001.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38380YH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    708794 | PA      | $17329.17     | 0.00%             | 2048-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                              | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      5500 | NS      | $1243770.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36200NBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22121 | PA      | $23068.40     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                           | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     16438 | NS      | $1451311.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4054891.05   | 0.14%             | 2054-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6252 | PA      | $6262.63      | 0.00%             | 2035-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31283HMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1913 | PA      | $2010.65      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                         | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |     18100 | NS      | $12397414.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 31427MR60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484167 | PA      | $474534.07    | 0.02%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      6800 | NS      | $294440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      9300 | NS      | $626169.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United Utilities Group PLC                       | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      3950 | NS      | $63462.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                        | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       799 | NS      | $22972.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    108800 | NS      | $12121408.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   4393087 | PA      | $4384257.04   | 0.15%             | 2049-11-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                   | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |      4238 | NS      | $65193.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                     | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4000 | NS      | $774240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2469204 | PA      | $2365050.83   | 0.08%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1968087 | PA      | $1887179.00   | 0.07%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    670000 | PA      | $558105.73    | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $712977.29    | 0.03%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250781.18    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                   | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514186.00    | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38719.55     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                        | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |     58250 | NS      | $485805.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    520000 | PA      | $399058.62    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DTR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84782 | PA      | $80941.36     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                              | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     13800 | NS      | $1831536.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |      4177 | NS      | $434992.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receiva                   | AmeriCredit Automobile Receivables Trust 2021-2                                 | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18994 | PA      | $18964.31     | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406BS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46339 | PA      | $47540.40     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Solaria Energia y Medio Ambien                   | Solaria Energia y Medio Ambiente SA                                             | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |      2175 | NS      | $46229.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1830000 | PA      | $1860515.07   | 0.07%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                             | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   2415000 | PA      | $2422720.76   | 0.09%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                          | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      1050 | NS      | $28399.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $720458.30    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                      | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      3900 | NS      | $80361.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    815000 | PA      | $653448.07    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                      | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     13563 | NS      | $57967.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1961818 | PA      | $1872271.85   | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1314554.49   | 0.05%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-976877.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585830 | PA      | $602664.54    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                   | PRPM 2024-RPL4 LLC                                                              | CUSIP: 74448MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1781142 | PA      | $1749060.41   | 0.06%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    117000 | NS      | $40493700.00  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407480.33    | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                        | CUSIP: 341081ER4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $300672.13    | 0.01%             | 2033-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      8780 | NS      | $4972640.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                        | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5600 | NS      | $426104.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       253 | PA      | $264.62       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                       | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      4175 | NS      | $439669.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     58025 | NS      | $8315562.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Soken Inc                                 | Dentsu Soken Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $26219.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                          | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     18547 | NS      | $433628.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                       | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     11668 | NS      | $902869.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403272 | PA      | $372968.16    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                             | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      8213 | NS      | $866142.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LEG Immobilien SE                                | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       208 | NS      | $15170.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148894 | PA      | $149938.73    | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869885 | PA      | $829762.36    | 0.03%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     17147 | NS      | $1149363.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     17700 | NS      | $5409651.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      7700 | NS      | $462154.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                         | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      4400 | NS      | $205392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2256091.42   | 0.08%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                               | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      2500 | NS      | $84855.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                        | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3393 | NS      | $125039.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $420769.96    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1680000 | PA      | $1753427.93   | 0.06%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269362.05    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| IFF                                              | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      6400 | NS      | $431296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $960731.65    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                    | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      5100 | NS      | $449871.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    105300 | NS      | $9872928.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      3258 | NS      | $136804.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352261 | PA      | $330130.30    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $35973.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      3200 | NS      | $102916.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                    | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      5308 | NS      | $56744.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                             | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      1615 | NS      | $27810.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70262.87     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                   | OneMain Direct Auto Receivables Trust 2025-1                                    | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4142744.00   | 0.15%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Investor AB                                      | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      3025 | NS      | $107797.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                      | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4500 | NS      | $392265.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      4960 | NS      | $406521.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                      | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       700 | NS      | $22212.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55646.84     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        23 | NC      | $15788.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1025 | NS      | $51986.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $134471.78    | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      7300 | NS      | $941773.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT / NEWCREST FIN                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $796195.06    | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5000 | NS      | $652500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fastenal Co                                      | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     29000 | NS      | $1163770.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211160.28    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                         | Trimaran CAVU 2025-2 Ltd                                                        | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756566.00   | 0.06%             | 2038-03-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2250000 | PA      | $2245035.15   | 0.08%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3266299 | PA      | $3111290.92   | 0.11%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    808000 | OU      | $0.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        96 | NC      | $-24781.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                              | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     26178 | NS      | $8063609.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                             | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        23 | NS      | $8138.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    585000 | PA      | $636549.74    | 0.02%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                         | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       412 | NS      | $46571.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                        | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        80 | NS      | $21581.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3060381.00   | 0.11%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                     | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2080 | NS      | $505336.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Norman Holdings Ltd                       | Harvey Norman Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |      1900 | NS      | $8773.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                  | Sandisk Corp/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $783354.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                            | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      7400 | NS      | $931512.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS CREDIT SUISSE GROUP AG                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-8660.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    805806 | PA      | $768031.10    | 0.03%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $986988.54    | 0.03%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13808 | PA      | $14403.23     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160023 | PA      | $158409.15    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4806205.59   | 0.17%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116891 | PA      | $111499.15    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2375000 | PA      | $2517685.96   | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                               | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       620 | NS      | $258428.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $928810.54    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                     | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   6750000 | PA      | $7951121.83   | 0.28%             | 2037-05-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       483 | NC      | $-151453.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1116881.96   | 0.04%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $143849.92    | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                           | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       568 | NS      | $138006.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                   | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      2100 | NS      | $211680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      9100 | NS      | $720902.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                   | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     10000 | NS      | $49308.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     23550 | NS      | $6238630.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3471568.76   | 0.12%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2501190.57   | 0.09%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| NVR Inc                                          | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        70 | NS      | $510493.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITEDHEALTH GROUP INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2250.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      6500 | NS      | $649090.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1012763 | PA      | $907328.84    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $384282.60    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                         | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    285000 | PA      | $302168.40    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    346000 | PA      | $295394.85    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                  | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     14678 | NS      | $399094.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                              | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2700921.48   | 0.10%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     11800 | NS      | $2395872.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8GX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6204 | PA      | $6567.22      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405USY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5629 | PA      | $5827.88      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF SLOVAKIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6024.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2264000 | PA      | $2218502.84   | 0.08%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2500 | NS      | $627500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                           | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      5500 | NS      | $563090.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $491299.10    | 0.02%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                  | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1120 | NS      | $677611.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     28100 | NS      | $2366301.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1285000 | PA      | $1334901.56   | 0.05%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $36440.00     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                   | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      3400 | NS      | $506634.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     43801 | NS      | $10008090.49  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1228.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                       | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     32700 | NS      | $1209900.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2060000 | PA      | $2117615.63   | 0.07%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $302532.50    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                   | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       126 | NS      | $84951.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                        | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     25838 | NS      | $98512.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YTMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204884 | PA      | $201371.04    | 0.01%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                      | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      5300 | NS      | $544840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1973829 | PA      | $1947551.34   | 0.07%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $782682.11    | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $808212.02    | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9759.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $265487.73    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     11200 | NS      | $720272.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    770000 | PA      | $640423.54    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 3620AQG56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126909 | PA      | $126887.30    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2230171.02   | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                   | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204811.52    | 0.01%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                     | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       410 | NS      | $14404.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                              | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     16721 | NS      | $782710.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1490000 | PA      | $1342848.05   | 0.05%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    965000 | PA      | $881502.40    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS HSBC BANK PLC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $7384.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     36667 | NS      | $3496198.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                  | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2034000 | PA      | $2103156.00   | 0.07%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        46 | NS      | $26409.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                              | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1500000 | PA      | $1500000.00   | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $8545.22      | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                          | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      1872 | NS      | $41254.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                  | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      4665 | NS      | $573841.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                      | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13650 | NS      | $1077531.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     21467 | NS      | $520574.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                 | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     14300 | NS      | $127109.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-4803.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130642 | PA      | $1130637.30   | 0.04%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                    | State of California                                                             | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1459856.13   | 0.05%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410QPE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6177 | PA      | $6546.93      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1980 | NS      | $1124501.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      6100 | NS      | $442189.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22349.35     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                       | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      1308 | NS      | $37643.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2752187.23   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179RB24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185111 | PA      | $189330.30    | 0.01%             | 2045-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                       | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5000 | NS      | $535450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $9730.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                   | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      1800 | NS      | $72499.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M8BH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174951 | PA      | $166753.58    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                   | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375431 | PA      | $376818.08    | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                          | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2700 | NS      | $1050489.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                         | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      6358 | NS      | $167020.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     89980 | NS      | $2689502.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     14255 | NS      | $2308739.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128KKKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7972 | PA      | $8416.78      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403ECU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1845 | PA      | $1844.45      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                       | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      4700 | NS      | $422624.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       375 | NC      | $-95422.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10180.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437375.16    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                         | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6914 | NS      | $940787.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403YRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12291 | PA      | $12609.26     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                         | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      7900 | NS      | $1222209.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65859.49     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                          | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      5100 | NS      | $66116.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118039.90    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375202 | PA      | $375779.15    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2253708.16   | 0.08%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                              | CUSIP: 3142G5QF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2467788 | PA      | $526676.50    | 0.02%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   2255000 | OU      | $1.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1095059.88   | 0.04%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4586157 | PA      | $3910761.54   | 0.14%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                      | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2424 | NS      | $1857171.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                         | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      3400 | NS      | $142426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co Ltd                                     | Nexon Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      3400 | NS      | $83050.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744315 | PA      | $1741296.07   | 0.06%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2143 | NS      | $202742.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46899 | NS      | $7147876.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1215202 | PA      | $1174994.85   | 0.04%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                    | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      6700 | NS      | $4514594.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $97.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      3750 | NS      | $57519.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                   | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       100 | NS      | $18556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                         | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     13500 | NS      | $860220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                               | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       546 | NS      | $39513.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                          | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $703188.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Archer-Daniels-Midland Co                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     12126 | NS      | $697123.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376425 | PA      | $383682.73    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5300 | NS      | $977850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $454493.43    | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                           | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $928044.58    | 0.03%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $46241.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     46100 | NS      | $1671125.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ATWB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1121305 | PA      | $1078842.24   | 0.04%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                         | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299060.87    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                       | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2810 | NS      | $719725.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                   | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3820 | NS      | $991290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2023-3                                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $916700.22    | 0.03%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31417BXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566010 | PA      | $534431.56    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      7400 | NS      | $175380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470541 | PA      | $453859.59    | 0.02%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67599 | PA      | $67219.83     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $192.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                               | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3900 | NS      | $1820754.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564452 | PA      | $485990.01    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                   | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $308555.55    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                      | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      5300 | NS      | $1138334.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58942 | PA      | $48015.98     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    558417 | PA      | $10947.65     | 0.00%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     30700 | NS      | $3768118.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551301 | PA      | $425665.18    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2268479.90   | 0.08%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Genuine Parts Co                                 | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3400 | NS      | $418064.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS BANK OF NOVA SCOTIA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $5035.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     16869 | NS      | $265449.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3658698 | PA      | $3992.01      | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2736643 | PA      | $2814591.53   | 0.10%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31296SU61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15105 | PA      | $15471.06     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204168 | PA      | $186382.95    | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                     | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      2229 | NS      | $37192.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176130 | PA      | $175827.18    | 0.01%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                   | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     12200 | NS      | $1012600.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845947.04    | 0.03%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                 | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      1260 | NS      | $57858.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $16128.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3050 | NS      | $2501884.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170008 | PA      | $162212.84    | 0.01%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     12600 | NS      | $1011780.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                   | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      2800 | NS      | $187264.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                              | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      6800 | NS      | $442068.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CSL Ltd                                          | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       494 | NS      | $56850.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                     | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       267 | NS      | $11707.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                        | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      5300 | NS      | $193397.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1343117 | PA      | $1365797.65   | 0.05%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281922 | PA      | $1256689.54   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1363.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13219 | PA      | $13622.75     | 0.00%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1825023 | PA      | $1578726.83   | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3819979.63   | 0.13%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      7900 | NS      | $1274507.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136BNJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1441646 | PA      | $139523.33    | 0.00%             | 2052-08-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-3 Trust                                           | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484713 | PA      | $456635.32    | 0.02%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1062235 | PA      | $1105411.49   | 0.04%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191866 | PA      | $173454.92    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2225574.56   | 0.08%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      8403 | NS      | $1447584.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4240.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                       | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     11400 | NS      | $1107282.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383TWK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2606795 | PA      | $212187.15    | 0.01%             | 2052-07-20      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                      | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3350 | NS      | $1710007.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185144 | PA      | $184625.33    | 0.01%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3035085 | PA      | $2690663.64   | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                   | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      2559 | NS      | $55599.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                   | BRAVO Residential Funding Trust 2023-RPL1                                       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223703 | PA      | $1229401.38   | 0.04%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                      | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     19400 | NS      | $1698664.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499818 | PA      | $482886.74    | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27497.09     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1970.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832528 | PA      | $835097.26    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                      | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       312 | NS      | $122142.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2753905.50   | 0.10%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                | Toro European CLO 2 DAC                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3522316.61   | 0.12%             | 2034-07-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| UCB SA                                           | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        68 | NS      | $18946.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                   | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     11000 | NS      | $39362.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410F2R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27557 | PA      | $28812.21     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2337581 | PA      | $1909383.35   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                    | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81158 | PA      | $79748.67     | 0.00%             | 2048-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      9100 | NS      | $2060968.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3537.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4728.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                           | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      4600 | NS      | $201501.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1071522 | PA      | $887738.16    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                      | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3000 | NS      | $650940.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000034 | PA      | $3315069.36   | 0.12%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                       | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5600 | NS      | $1149736.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31417C4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625807 | PA      | $596875.38    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                  | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    465000 | PA      | $422859.38    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                        | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2231 | NS      | $221447.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KEZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76522 | PA      | $74718.00     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                        | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2500000 | PA      | $-2210839.85  | -0.08%            | 2056-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1033.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390JKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18056 | PA      | $18733.43     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63400 | PA      | $64362.99     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31296RYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12090 | PA      | $12368.56     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316847 | PA      | $293480.70    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38382HVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1274243 | PA      | $212436.65    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     30675 | NS      | $40574.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                   | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       500 | NS      | $697095.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403MC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3096 | PA      | $3175.87      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                   | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      4600 | NS      | $107994.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                   | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    349000 | PA      | $360996.88    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       207 | NC      | $15028.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                        | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      7100 | NS      | $376087.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002323.00   | 0.07%             | 2036-06-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCA21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16221 | PA      | $16996.98     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1375000 | PA      | $1371053.75   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                          | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      2088 | NS      | $39536.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anycolor Inc                                     | Anycolor Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $9254.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     30200 | NS      | $1815322.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                      | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     10138 | NS      | $1308207.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     25650 | NS      | $3929323.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NTN Corp                                         | NTN Corp                                                                        | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |      6100 | NS      | $14333.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                           | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         2 | NC      | $2034.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384712 | PA      | $1258786.63   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1494497.06   | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     31383 | NS      | $2490554.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133126 | PA      | $132145.83    | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36202UFH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68473 | PA      | $69213.70     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       910 | NS      | $413094.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                     | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      6200 | NS      | $844316.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                         | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $34600.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQ2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247711 | PA      | $236079.81    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481594 | PA      | $392696.38    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       279 | NC      | $-237958.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 316690417 | NS      | $316690417.06 | 11.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BXP Trust                                        | BXP Trust 2021-601L                                                             | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3990000 | PA      | $3511656.46   | 0.12%             | 2044-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133APXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2185839 | PA      | $1862488.14   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137H96B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4501278 | PA      | $3706852.40   | 0.13%             | 2055-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIII Ltd                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5895878 | PA      | $5901261.88   | 0.21%             | 2032-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      8400 | NS      | $2952348.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104831 | PA      | $100522.69    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5020 | NS      | $2428023.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                 | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      3703 | NS      | $131103.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                   | University of Virginia                                                          | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $261686.34    | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6889.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                  | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      5400 | NS      | $123512.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18495 | PA      | $19288.58     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                          | BXP Inc                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4000 | NS      | $269920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Realty Income Corp                               | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     22400 | NS      | $1262688.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomura Holdings Inc                              | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      7000 | NS      | $58313.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377240 | PA      | $345655.91    | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369588 | PA      | $370156.34    | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                   | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601806 | PA      | $1599721.69   | 0.06%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195656 | PA      | $187493.47    | 0.01%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31413UNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       171 | PA      | $177.99       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   2255000 | OU      | $13821.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81053 | PA      | $78409.39     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                   | Capital One NA                                                                  | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595128.35    | 0.02%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      9900 | NS      | $536085.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmont Corp                                     | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     27100 | NS      | $2705935.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                              | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5950 | NS      | $1222725.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                            | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4035000 | PA      | $4242779.90   | 0.15%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2623045.36   | 0.09%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410VBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29806 | PA      | $31303.92     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193372.15    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234552.49    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2255000 | OU      | $-8034.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2800 | NS      | $485884.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320501 | PA      | $290844.40    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                               | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4200 | NS      | $946722.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1259170 | PA      | $1164930.27   | 0.04%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475796.05    | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    416000 | PA      | $486590.34    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    601539 | PA      | $498340.06    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444325 | PA      | $431099.68    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2999605 | PA      | $2996169.23   | 0.11%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                             | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3470151.09   | 0.12%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $228648.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau                                          | Tikehau CLO XIII DAC                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |   5500000 | PA      | $6476941.52   | 0.23%             | 2038-10-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    575000 | PA      | $548024.02    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                       | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1842153.84   | 0.06%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                   | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     38600 | NS      | $6191440.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     12300 | NS      | $212913.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                          | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5650 | NS      | $1830769.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307311 | PA      | $290321.11    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2020 | NS      | $1366590.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343824 | PA      | $333511.77    | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377311 | PA      | $356449.72    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-13851.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                    | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $369581.94    | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                             | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508323.46    | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                | Elevation CLO 2021-12 Ltd                                                       | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6770788.65   | 0.24%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31371MU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11538 | PA      | $12202.27     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    860000 | PA      | $858754.47    | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7440000 | PA      | $5483512.50   | 0.19%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OVS SpA                                          | OVS SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |      2075 | NS      | $11775.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108993 | PA      | $109916.29    | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25623 | PA      | $26799.21     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31296RTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16586 | PA      | $17032.63     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2255000 | OU      | $-5250.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-60647.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                               | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      7500 | NS      | $1220925.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36212XCS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6040 | PA      | $6336.65      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                   | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1860439.14   | 0.07%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                      | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      3605 | NS      | $40208.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725834 | PA      | $679092.51    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499884 | PA      | $480758.36    | 0.02%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1173717 | PA      | $1121773.41   | 0.04%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                      | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $55931.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                              | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      6177 | NS      | $478099.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                          | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      3083 | NS      | $227271.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $815412.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1046949 | PA      | $953930.82    | 0.03%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                     | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     15600 | NS      | $1238796.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292937.01    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2268501.55   | 0.08%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    820000 | PA      | $838322.49    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $251401.92    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36202D6F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34516 | PA      | $36334.38     | 0.00%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1540 | NS      | $958896.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1180 | NS      | $1069504.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36294U4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13411 | PA      | $14203.96     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $14574.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXEM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2091 | PA      | $2149.27      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259462.30    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                       | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       376 | NS      | $37765.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                     | ICG Euro CLO 2023-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |   5250000 | PA      | $6164580.35   | 0.22%             | 2038-10-19      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    168241 | NS      | $9253255.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                             | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       900 | NS      | $27057.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31406EVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64493 | PA      | $66165.69     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                 | Markel Group Inc                                                                | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    165000 | PA      | $150824.64    | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      3900 | NS      | $555750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1220 | PA      | $1291.04      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $11618.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167235.18    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GSK PLC                                          | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3489 | NS      | $85540.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                          | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       200 | NS      | $11238.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                       | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     20500 | NS      | $104037.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                          | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378913.55    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                      | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       666 | NS      | $34622.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                           | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3700 | NS      | $234617.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4133 | NS      | $268355.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1726097 | PA      | $1654159.51   | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                       | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     22600 | NS      | $884790.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $66433.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702420 | PA      | $542828.37    | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                            | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66598.97     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EK4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181925 | PA      | $174022.46    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4435741.20   | 0.16%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21193 | PA      | $22415.16     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                   | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     17258 | NS      | $2003481.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                           | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      6100 | NS      | $511485.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $159892.44    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31390GBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4648 | PA      | $4880.94      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3069107.29   | 0.11%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $74863.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2702989 | PA      | $2355808.68   | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                  | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      3500 | NS      | $113370.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                            | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |       500 | NS      | $48015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                 | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       300 | NS      | $11893.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589665.33    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137BMHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198529 | PA      | $193619.22    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                          | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1170 | NS      | $284099.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416TNK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259779 | PA      | $262024.67    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                          | SLB Ltd                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     37724 | NS      | $1447847.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    935964 | PA      | $807785.03    | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TRSBENCH7 INDEX                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $171197.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                       | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6200 | NS      | $2810832.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivable                   | OneMain Direct Auto Receivables Trust 2023-1                                    | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3224137.92   | 0.11%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1683715 | PA      | $1453652.48   | 0.05%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     13900 | NS      | $3352124.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1959370.47   | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5319933.23   | 0.19%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114365.71    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490344 | PA      | $474391.92    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                     | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4487 | NS      | $2107633.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                    | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      6800 | NS      | $979404.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $12145.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                       | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     31953 | NS      | $1720029.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32377.60     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     13400 | NS      | $623100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                          | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |      5300 | NS      | $1870264.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     48498 | NS      | $1333210.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                             | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      3949 | NS      | $59460.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3293878.29   | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                    | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       275 | NS      | $26827.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QK5U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1586050 | PA      | $1403852.54   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                        | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      5937 | NS      | $46167.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-246954.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494793.42    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $4810709.10   | 0.17%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                    | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     13100 | NS      | $870626.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                            | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      6300 | NS      | $1367478.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                           | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      2934 | NS      | $120065.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                     | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       410 | NS      | $1390515.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    179336 | NS      | $4454706.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                           | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      4800 | NS      | $721584.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Insurance Group Inc/T                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7000 | NS      | $964600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133AJBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516138 | PA      | $442617.99    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12940000 | PA      | $12697375.00  | 0.45%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055078 | PA      | $1007224.57   | 0.04%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                        | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     18600 | NS      | $299088.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252315 | PA      | $233598.62    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                     | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2345229.12   | 0.08%             | 2035-07-20      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                               | Boston Gas Co                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    920000 | PA      | $972466.76    | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2950 | NS      | $835764.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3600 | NS      | $1519416.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                           | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      7500 | NS      | $98729.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    480000 | PA      | $528434.85    | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8K71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379762 | PA      | $385286.05    | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-46241.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407YGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29307 | PA      | $30097.46     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EWYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492136 | PA      | $466319.37    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                         | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     18300 | NS      | $640866.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1409819.08   | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Safran SA                                        | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       471 | NS      | $164057.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      9733 | NS      | $2031569.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                  | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1120 | NS      | $685204.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                       | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6700 | NS      | $2094286.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     41800 | NS      | $14659678.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                      | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     34307 | NS      | $4923740.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      8400 | NS      | $847476.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GoDaddy Inc                                      | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3400 | NS      | $421872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7460000 | PA      | $3434634.73   | 0.12%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209177 | PA      | $196578.61    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383ABJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356085 | PA      | $152.19       | 0.00%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPTH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257358 | PA      | $230633.66    | 0.01%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                            | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66582.55     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     17800 | NS      | $360806.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $19348.96     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                   | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     11492 | NS      | $942573.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                         | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1180378.10   | 0.04%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3540 | NS      | $488378.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    144200 | NS      | $45134600.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                          | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      1100 | NS      | $18498.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     77764 | NS      | $7247604.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      4109 | NS      | $1575061.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1740000 | PA      | $1785389.99   | 0.06%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1022935.91   | 0.04%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                              | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     11560 | NS      | $2029589.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7700 | NS      | $4023943.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                            | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36348.91     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                          | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     41350 | NS      | $4131278.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinbane DAC                                      | Kinbane 2024-Rpl 2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-MBS          | CORP              | IE        |    656437 | PA      | $772004.15    | 0.03%             | 2063-01-24      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1107127.67   | 0.04%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405HHD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25169 | PA      | $26113.43     | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1014214.78   | 0.04%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2600 | NS      | $286208.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443372 | PA      | $438904.16    | 0.02%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                   | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1900 | NS      | $369246.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31401JRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2100 | PA      | $2154.95      | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1589219 | PA      | $1591173.90   | 0.06%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                           | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3288865.09   | 0.12%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    764000 | PA      | $813097.70    | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                     | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      5200 | NS      | $664404.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    575000 | PA      | $568203.50    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ACS Actividades de Construccio                   | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       712 | NS      | $70676.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      4100 | NS      | $831685.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                           | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       942 | NS      | $49913.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430374 | PA      | $400060.52    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3467993.54   | 0.12%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                 | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2600 | NS      | $196508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3195000 | PA      | $3605211.47   | 0.13%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                               | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      8900 | NS      | $62968.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1159130 | PA      | $1116543.77   | 0.04%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3800 | NS      | $293892.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2661189.52   | 0.09%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK37                                                                 | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3436432.74   | 0.12%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                     | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     12400 | NS      | $517824.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172315.16    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    942281 | PA      | $767908.08    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                            | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1350 | NS      | $234279.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-B                                | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270618 | PA      | $259898.00    | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4967624 | PA      | $4558406.50   | 0.16%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                   | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30697 | PA      | $29663.68     | 0.00%             | 2034-02-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5804207 | PA      | $4730124.20   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taisei Corp                                      | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       500 | NS      | $47385.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                       | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |        47 | NS      | $10229.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                          | Sasol Financing USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397507.50    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | 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: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    635000 | PA      | $662166.13    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                         | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2280 | NS      | $1117975.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3564811.63   | 0.13%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                           | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       490 | NS      | $11847.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                         | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      4700 | NS      | $159026.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498552 | PA      | $484804.61    | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                       | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       900 | NS      | $102249.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344487 | PA      | $313746.57    | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T                   | Regional Transportation District Sales Tax Revenue                              | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $569774.77    | 0.02%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404XEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       397 | PA      | $418.08       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                         | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      2802 | NS      | $67224.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1289650 | PA      | $1101423.94   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    920000 | PA      | $939208.36    | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36208LL39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4993 | PA      | $5012.50      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc                                       | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6940 | NS      | $4597194.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133ARB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3656653 | PA      | $3135768.00   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     22500 | NS      | $3903525.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567458 | PA      | $494109.26    | 0.02%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31298PVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7580 | PA      | $7967.96      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292LEG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37316 | PA      | $36537.52     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7442943 | PA      | $7575614.45   | 0.27%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                          | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6600 | NS      | $1625580.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402QLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10602 | PA      | $10680.99     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D         | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  44466834 | NS      | $44440154.21  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21777 | PA      | $21814.56     | 0.00%             | 2037-02-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                         | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    122000 | PA      | $140471.96    | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660520.46    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1765868.62   | 0.06%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                         | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1450 | NS      | $379436.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                          | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |       100 | NS      | $12757.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31400RJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1818 | PA      | $1896.89      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBM                                              | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     23200 | NS      | $6872072.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2656534 | PA      | $2660211.32   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98036 | PA      | $87373.99     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1908048.82   | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2271187 | PA      | $1937702.10   | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                 | CVC Cordatus Loan Fund XIV DAC                                                  | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |   2275531 | PA      | $2667545.09   | 0.09%             | 2032-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10929 | PA      | $9815.16      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417372.11    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2230741 | PA      | $1817245.62   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $476672.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                 | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      2600 | NS      | $90341.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6283.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1319915 | PA      | $1321674.06   | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    714634 | PA      | $22541.48     | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2023-4                                   | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1640311.36   | 0.06%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                     | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      6333 | NS      | $631906.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                        | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      4470 | NS      | $1312257.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     12856 | NS      | $575563.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                    | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4300 | NS      | $1100929.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      6900 | NS      | $1043832.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                  | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      3800 | NS      | $97473.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                       | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     10060 | NS      | $667682.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236948.34    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                             | Tsuruha Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $27560.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72016.27     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    745000 | PA      | $803471.65    | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                      | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     11000 | NS      | $288970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228931 | PA      | $204125.63    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1259 | NS      | $101354.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691888 | PA      | $623710.01    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813321 | PA      | $776196.09    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4820579 | PA      | $4379730.53   | 0.15%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405QS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1769 | PA      | $1826.67      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1878536.69   | 0.07%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1358699.39   | 0.05%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    905000 | PA      | $933261.73    | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                           | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8700 | NS      | $207843.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    901000 | PA      | $971683.45    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395857 | PA      | $375896.26    | 0.01%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                      | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       495 | NS      | $53675.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                        | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       371 | NS      | $21881.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138E3CU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272683 | PA      | $260837.51    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321044.10    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      9900 | NS      | $2546577.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C9                                           | CUSIP: 90291JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1576201 | PA      | $1560587.10   | 0.05%             | 2051-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286031 | PA      | $270281.02    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3053607.57   | 0.11%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       800 | NS      | $282888.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1253286.80   | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     20800 | NS      | $1897168.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                        | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       780 | NS      | $178425.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36213FQW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2970 | PA      | $3038.90      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                       | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     12000 | NS      | $884280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404558.90    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31407CAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34605 | PA      | $35512.00     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2015-1 Ltd                                                    | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7248065.70   | 0.26%             | 2034-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                         | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $540856.50    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2950 | NS      | $542859.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                  | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      2700 | NS      | $705321.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Palantir Technologies Inc                        | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     56600 | NS      | $10060650.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO POWER COMPANY                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $358055.96    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    890000 | PA      | $916975.90    | 0.03%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2023-C19                                                   | CUSIP: 05553RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760016 | PA      | $1783782.24   | 0.06%             | 2056-04-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199358.53    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $295937.05    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                     | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1300 | NS      | $312559.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                            | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     31701 | NS      | $1560006.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                   | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       494 | NS      | $52729.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                      | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      5600 | NS      | $417144.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    660000 | PA      | $689119.20    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                   | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3100 | NS      | $438464.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $1848491.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                                 | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |       700 | NS      | $8924.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                            | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     27700 | NS      | $7905857.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5400 | NS      | $1333908.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $984853.82    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                   | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     15122 | NS      | $1810859.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441397 | PA      | $440869.07    | 0.02%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2560 | NS      | $1139532.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     20800 | NS      | $587808.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3324684.78   | 0.12%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                   | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      7300 | NS      | $1173767.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                     | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     99000 | NS      | $110287.39    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                        | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       350 | NS      | $15916.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24558 | PA      | $25972.12     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357160.90    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2127714 | PA      | $1981599.43   | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36200NYQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25776 | PA      | $26886.68     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403VM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141896 | PA      | $145845.11    | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                        | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      1470 | NS      | $91020.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10990 | NS      | $9477116.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corp                          | JX Advanced Metals Corp                                                         | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      1800 | NS      | $22501.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437510 | PA      | $418416.32    | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                    | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      1500 | NS      | $41775.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                               | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1575000 | PA      | $1635243.75   | 0.06%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJL32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18002 | PA      | $18533.67     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1305000 | PA      | $1344825.34   | 0.05%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1229536.69   | 0.04%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1555385.96   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                   | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1780256 | PA      | $1795598.87   | 0.06%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2025-3 LLC                                           | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005064.60   | 0.04%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199545 | PA      | $191076.20    | 0.01%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $305742.42    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                       | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     38485 | NS      | $2053559.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                        | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     10440 | NS      | $3653895.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65250 | PA      | $59233.90     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5565108 | PA      | $4543385.45   | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75144.11     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                              | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     27700 | NS      | $778924.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DGY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15377 | PA      | $15789.98     | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                            | Qnity Electronics Inc                                                           | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      5273 | NS      | $430540.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Loan Extended Note                   | Toyota Auto Loan Extended Note Trust 2025-1                                     | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2550108.25   | 0.09%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                     | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29154 | NS      | $49634.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     25600 | NS      | $3354368.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     51700 | NS      | $4224407.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                         | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       590 | NS      | $108619.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1458419 | PA      | $1435585.89   | 0.05%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                             | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1640 | NS      | $256086.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390305 | PA      | $332432.75    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                  | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      5575 | NS      | $104889.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                              | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       948 | NS      | $77342.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      7420 | NS      | $6522180.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       310 | NC      | $-507307.79   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5800 | NS      | $1666050.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    424000 | PA      | $428774.67    | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                         | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76246.04     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                     | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       500 | NS      | $55447.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                            | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    701000 | PA      | $753834.05    | 0.03%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                         | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7253552.50   | 0.26%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558928.24    | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426382 | PA      | $346811.83    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    420000 | PA      | $359601.16    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403FJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12840 | PA      | $12798.93     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                       | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       609 | NS      | $170566.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205172 | PA      | $193308.19    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                      | Revvity Inc                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      3100 | NS      | $299925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cintas Corp                                      | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8520 | NS      | $1602356.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                        | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     18304 | NS      | $752660.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393481 | PA      | $331636.83    | 0.01%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                        | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      9086 | NS      | $2835922.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                 | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       900 | NS      | $58678.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31404XLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54507 | PA      | $56940.64     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321264.90    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36210AUC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       819 | PA      | $831.51       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    530000 | PA      | $486036.18    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                      | TFS_18-3-A1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |    457427 | PA      | $403176.13    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    602100 | NS      | $112291650.00 | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     96501 | NS      | $6746384.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                             | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      8590 | NS      | $201497.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50042.29     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4673089.35   | 0.16%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5405886.73   | 0.19%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    366440 | NS      | $99620378.40  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                  | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       600 | NS      | $1014372.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429605 | PA      | $414637.37    | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    305000 | PA      | $298833.85    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                    | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     27300 | NS      | $833742.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7913 | NS      | $638974.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     35588 | NS      | $1807514.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90372 | PA      | $87403.16     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     30745 | NS      | $2878039.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding                   | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1134186.35   | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                          | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     16600 | NS      | $2071680.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31416XW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122927 | PA      | $123750.90    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4100 | NS      | $687283.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    945000 | PA      | $806985.53    | 0.03%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHC45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360984 | PA      | $1152759.46   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     67445 | NS      | $21732127.90  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2024-5                                   | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511586.60   | 0.05%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                           | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     22503 | NS      | $609831.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                           | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      9500 | NS      | $911240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                       | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       354 | NS      | $7825.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                   | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |      2600 | NS      | $7023.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                               | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     11000 | NS      | $417560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd                           | Sumitomo Pharma Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |      2200 | NS      | $32490.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567168 | PA      | $504523.34    | 0.02%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                   | Pennsylvania Turnpike Commission                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    505000 | PA      | $502533.14    | 0.02%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HP Inc                                           | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     24148 | NS      | $538017.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Volkswagen AG                                    | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       186 | NS      | $22699.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                 | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      2610 | NS      | $59030.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493021 | PA      | $508271.12    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                        | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       670 | NS      | $24107.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529332 | PA      | $532762.84    | 0.02%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    475000 | PA      | $515900.08    | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                 | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      8200 | NS      | $127978.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES4                                             | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1029150 | PA      | $1030248.63   | 0.04%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                     | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      5200 | NS      | $1539252.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                   | Chicago O'Hare International Airport                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $1077069.36   | 0.04%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593774 | PA      | $11117.71     | 0.00%             | 2052-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199554.32    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     16900 | NS      | $3112980.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| TENNECO INC                                      | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401743.10    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ambea AB                                         | Ambea AB                                                                        | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      1944 | NS      | $29747.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36207YCH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       760 | PA      | $782.37       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                            | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1249216 | PA      | $1233066.56   | 0.04%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561442.84   | 0.09%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2024-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164549 | PA      | $1158700.91   | 0.04%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                     | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       800 | NS      | $232152.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137229 | PA      | $137269.43    | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31401WBQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11419 | PA      | $11386.19     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air                   | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     21580 | NS      | $119821.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-C1                                     | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397187 | PA      | $1393131.20   | 0.05%             | 2049-05-10      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      8800 | NS      | $2403104.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137FWN22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1604119 | PA      | $45672.32     | 0.00%             | 2050-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education                    | Pennsylvania Higher Education Assistance Agency                                 | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    656712 | PA      | $644938.90    | 0.02%             | 2070-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409073 | PA      | $373344.74    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    104414 | NS      | $12565180.76  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                           | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20000 | NS      | $604000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    875000 | PA      | $844592.16    | 0.03%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    675000 | PA      | $702401.21    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    920125 | PA      | $931512.34    | 0.03%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1715308.75   | 0.06%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                   | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       233 | NS      | $175620.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765656 | PA      | $652508.03    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                         | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     14605 | NS      | $225876.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140165.96    | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                        | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     24946 | NS      | $148349.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     26500 | NS      | $4532825.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116599 | PA      | $947265.16    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36201VYT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9290 | PA      | $9548.92      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO BV                           | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |   6500000 | PA      | $7641843.30   | 0.27%             | 2038-05-24      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                     | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       625 | NS      | $9939.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                    | State of California                                                             | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    205000 | PA      | $248247.15    | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4040 | NS      | $399030.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1459403 | PA      | $1430075.34   | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LPCS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110310 | PA      | $97788.90     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      9300 | NS      | $5388885.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402QP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37940 | PA      | $38466.94     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                   | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     29312 | NS      | $123390.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                     | ICG Euro CLO 2023-2 DAC                                                         | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |   7000000 | PA      | $8231904.28   | 0.29%             | 2038-01-26      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403ASR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79296 | PA      | $81351.70     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6500 | NS      | $1788995.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31371NEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       181 | PA      | $190.93       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $961.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71560.49     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $701091.93    | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                               | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     19500 | NS      | $513240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                     | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       468 | NS      | $77710.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31296XTQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7596 | PA      | $7724.07      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae I Pool                                                               | CUSIP: 36213CTS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21610 | PA      | $22427.10     | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133B3WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2014939 | PA      | $1807574.62   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                   | AGL CLO 9 LTD                                                                   | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6773895.00   | 0.24%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                | Erie Indemnity Co                                                               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       500 | NS      | $143325.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643696 | PA      | $595414.83    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                         | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $778194.88    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      4180 | NS      | $204569.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117007 | PA      | $117821.60    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                    | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1520 | NS      | $122437.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                              | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      7160 | NS      | $233065.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                              | TE Connectivity PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      7200 | NS      | $1638072.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280082 | PA      | $254902.58    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                      | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       200 | NS      | $6643.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1400 | NS      | $531762.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                       | Corpay Inc                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1700 | NS      | $511581.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     42500 | NS      | $2450550.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                             | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      9600 | NS      | $576192.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5351725 | PA      | $573735.97    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                     | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     11650 | NS      | $479397.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                       | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     15730 | NS      | $3812322.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                   | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      3300 | NS      | $103869.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $399467.20    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $812630.29    | 0.03%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1815282.80   | 0.06%             | 2054-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                               | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     10017 | NS      | $69204.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGKP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390040 | PA      | $345773.09    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     13300 | NS      | $4920335.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    906321 | PA      | $936265.13    | 0.03%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1600 | NS      | $1294912.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                            | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5535 | NS      | $1605482.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1067829.35   | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       604 | NS      | $25837.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KETW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98421 | PA      | $97222.44     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122729 | PA      | $1100629.89   | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46711.58     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      8900 | NS      | $883948.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                           | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        10 | NS      | $22945.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                             | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4200 | NS      | $289926.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                  | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      3800 | NS      | $223478.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31297AQT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19880 | PA      | $20175.97     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    115160 | NS      | $36137208.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2025-CES6                                                   | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2132816 | PA      | $2153227.94   | 0.08%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                   | Banc of America Mortgage 2005-A Trust                                           | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23570 | PA      | $22965.87     | 0.00%             | 2035-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories Int                   | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1160 | NS      | $231396.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                              | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     19602 | NS      | $1035769.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                      | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      8100 | NS      | $908658.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312942MF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225590 | PA      | $221120.13    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                               | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       339 | NS      | $35204.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                        | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      9675 | NS      | $252711.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                    | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     15400 | NS      | $4131820.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                          | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     21500 | NS      | $57210.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410XZS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32888 | PA      | $34623.25     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957774 | PA      | $849466.46    | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635018.46    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38382URT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1649378 | PA      | $225542.81    | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31410TVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29687 | PA      | $31526.28     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104293.86    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                    | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      8200 | NS      | $197538.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                               | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      9000 | NS      | $567360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380535 | PA      | $326665.06    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4775 | NS      | $319590.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $50257.83     | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333281.89    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     16000 | NS      | $1110400.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5520 | NS      | $1935036.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2929180 | PA      | $2933085.08   | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       471 | NS      | $507512.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                        | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      2690 | NS      | $127680.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139277 | PA      | $138466.76    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                            | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       500 | NS      | $20766.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2459839.86   | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                    | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      3000 | NS      | $302490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31403JT71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31131 | PA      | $31937.99     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                        | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     12841 | NS      | $82786.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17334004 | PA      | $14110112.20  | 0.50%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                        | CUSIP: 38383PNA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2663633 | PA      | $49361.64     | 0.00%             | 2052-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     21628 | NS      | $189726.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                           | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       248 | NS      | $9601.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                      | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      2100 | NS      | $45215.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                | Iberdrola International BV                                                      | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $153178.27    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                        | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       125 | NS      | $105442.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                   | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      1156 | NS      | $18480.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                           | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      2125 | NS      | $147309.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                       | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       775 | NS      | $49740.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402YBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       453 | PA      | $464.78       | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422578 | PA      | $401814.42    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1840255 | PA      | $1500859.42   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      5200 | NS      | $379964.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457546.52    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    885000 | PA      | $631151.55    | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     13300 | NS      | $665133.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corp/The                                | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      6500 | NS      | $1352975.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2045000 | PA      | $1972988.19   | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                               | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2600 | NS      | $254306.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    790000 | PA      | $783631.06    | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                  | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     27400 | NS      | $2389280.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     34300 | NS      | $960743.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $623356.77    | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                       | Clover CLO 2018-1 LLC                                                           | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7023512.30   | 0.25%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                          | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3000 | NS      | $522630.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31405FW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74077 | PA      | $77570.19     | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23642 | PA      | $24010.87     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                              | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4678871 | PA      | $4322268.58   | 0.15%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     19860 | NS      | $26473.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74914.73     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Prudential Series Fund

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer