# EDGAR Filing Document

**Accession Number:** 0000863032
**File Stem:** 0001752724-25-158287
**Filing Date:** 2025-6
**Character Count:** 425295
**Document Hash:** 7042d6a3e562b3b85f315d901c3ed9db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158287.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158287

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST VI
- **CENTRAL INDEX KEY:** 0000863032

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06102
- **FILM NUMBER:** 251077569

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS WORLDWIDE TOTAL RETURN FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS WORLDWIDE TOTAL RETURN TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Global Total Return Fund (Series ID: S000002469)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006625 | A            | MFWTX           |
| C000006626 | R4           | MFWJX           |
| C000006627 | B            | MFWBX           |
| C000006628 | C            | MFWCX           |
| C000006629 | I            | MFWIX           |
| C000006631 | R1           | MFWGX           |
| C000006633 | R2           | MGBRX           |
| C000006634 | R3           | MFWHX           |
| C000111486 | R6           | MFWLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust VI

- **b. Investment Company Act file number:** 811-06102

- **c. CIK number of Registrant:** 0000863032

- **d. LEI of Registrant:** 549300TNIHF98FLHSE74

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Global Total Return Fund

- **b. EDGAR series identifier (if any):** S000002469

- **c. LEI of Series:** 7ZZXT87VLI6DCYDCH774

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1226897147.26

**Total Liabilities:** $13278401.32

**Net Assets:** $1213618745.94

**Delayed Delivery Securities:** $7938704.88

**Cash Not Reported:** $52675.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -378.19164270 | **1-Year:** -8516.84867420 | **5-Year:** -42820.57079620 | **10-Year:** -60698.52749790 | **30-Year:** -21762.74511920

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

- **3-Month:** -5.34980150 | **1-Year:** -1525.88454200 | **5-Year:** -1685.03044900 | **10-Year:** -1299.76025600 | **30-Year:** -1001.24579620

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006633 | 1.65%                | -0.31%               | 0.54%                |
| Class ID C000111486 | 1.64%                | -0.25%               | 0.60%                |
| Class ID C000006634 | 1.57%                | -0.26%               | 0.54%                |
| Class ID C000006626 | 1.68%                | -0.26%               | 0.59%                |
| Class ID C000006631 | 1.57%                | -0.35%               | 0.48%                |
| Class ID C000006627 | 1.58%                | -0.32%               | 0.46%                |
| Class ID C000006628 | 1.56%                | -0.36%               | 0.53%                |
| Class ID C000006625 | 1.62%                | -0.31%               | 0.59%                |
| Class ID C000006629 | 1.64%                | -0.27%               | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2589629.04              | $15583529.08                               |
| Month 2  | $5539736.28              | $-14379438.04                              |
| Month 3  | $1591714.99              | $1236213.34                                |

**Designated Index Information**

- **Index Name:** 60% MSCI WORLD, 40% BarCap Global Aggregate

- **Index Identifier:** 60% MXWO, 40% LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     7610000 | PA      | $38877.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8202.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      593626 | PA      | $505993.17    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                            | CTP NV                                                                                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      480000 | PA      | $533066.65    | 0.04%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                    | Enbridge, Inc.                                                                                 | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $529180.33    | 0.04%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1030000 | PA      | $1020409.06   | 0.08%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22903 | PA      | $19055.92     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                     | Stryker Corp.                                                                                  | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      643000 | PA      | $648022.72    | 0.05%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -8 | NC      | $-5441.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cofiroute SA                                                                      | Cofiroute SA                                                                                   | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $447520.16    | 0.04%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                         | Tyco Electronics Group SA                                                                      | CUSIP: 902133BE6<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $169634.04    | 0.01%             | 2028-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      372000 | PA      | $334009.73    | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                       | United States Small Business Administration, Series 2007-20E, Class 1                          | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11226 | PA      | $11193.61     | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                      | Nutrien Ltd.                                                                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       22311 | NS      | $1273665.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      461000 | PA      | $438829.09    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      217000 | PA      | $194207.89    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                     | Adani Electricity Mumbai Ltd.                                                                  | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      786000 | PA      | $679781.06    | 0.06%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      110287 | PA      | $112889.09    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                                   | Eaton Corp. plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        7881 | NS      | $2319929.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                               | Synchrony Financial                                                                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       32507 | NS      | $1688738.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                                                           | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      397000 | PA      | $382641.19    | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM                 | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2614093 | PA      | $206801.94    | 0.02%             | 2030-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                                | Lam Research Corp.                                                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       10073 | NS      | $721931.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4378000 | PA      | $3952684.13   | 0.33%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3298000 | PA      | $3828414.47   | 0.32%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34348.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                        | CNH Industrial Capital LLC                                                                     | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      499000 | PA      | $512842.18    | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                       | Euronext NV                                                                                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        7414 | NS      | $1240702.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      383674 | PA      | $384879.30    | 0.03%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      222000 | PA      | $203175.89    | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $128394.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38497.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       45838 | NS      | $4841867.94   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                               | Intesa Sanpaolo SpA                                                                            | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      301000 | PA      | $339390.21    | 0.03%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN34, Class XA                                                               | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6582764 | PA      | $279011.78    | 0.02%             | 2063-06-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                   | CME Group, Inc.                                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       16306 | NS      | $4518066.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      794000 | PA      | $681703.07    | 0.06%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156261 | PA      | $131504.04    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MXGL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700909 | PA      | $584220.86    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      404489 | PA      | $403979.04    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114413 | PA      | $113343.57    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2024-1A, Class A                                           | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      506302 | PA      | $512822.18    | 0.04%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| E.ON International Finance BV                                                     | E.ON International Finance BV                                                                  | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $667815.97    | 0.06%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30599.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286616 | PA      | $282788.05    | 0.02%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      543000 | PA      | $521916.85    | 0.04%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                                | Vodafone Group plc                                                                             | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      507000 | PA      | $470261.57    | 0.04%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      275000 | PA      | $275576.58    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K128, Class X1                  | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16652819 | PA      | $402600.21    | 0.03%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                        | Chubb Ltd.                                                                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       25974 | NS      | $7430641.92   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global, Inc.                                                                  | WSP Global, Inc.                                                                               | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      978000 | PA      | $760408.12    | 0.06%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1034000 | PA      | $1060640.50   | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                             | Aeroporti di Roma SpA                                                                          | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      560000 | PA      | $631649.07    | 0.05%             | 2032-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                      | NVIDIA Corp.                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       12137 | NS      | $1321962.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      774000 | PA      | $1005417.76   | 0.08%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248154.07    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      327000 | PA      | $332159.33    | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      350861 | NS      | $5796223.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                                    | Videotron Ltd.                                                                                 | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      636000 | PA      | $601840.76    | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                              | Edison International                                                                           | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      610000 | PA      | $608688.75    | 0.05%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242754 | PA      | $232582.58    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                                       | Astra International Tbk. PT                                                                    | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |     1777600 | NS      | $514004.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Financial Equipment LLC                                                     | Volvo Financial Equipment LLC, Series 2024-1A, Class A2                                        | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      586000 | PA      | $586126.93    | 0.05%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      539000 | PA      | $566417.31    | 0.05%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2024-3, Class A2                                        | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      286406 | PA      | $287354.04    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      747012 | PA      | $609536.59    | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                               | Santos Finance Ltd.                                                                            | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      380000 | PA      | $400460.34    | 0.03%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      136000 | PA      | $111055.89    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                           | Vale SA                                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      259400 | NS      | $2416127.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2015-144, Class HF                                                                | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      230444 | PA      | $223266.61    | 0.02%             | 2045-10-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                          | Engie SA                                                                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $537613.79    | 0.04%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MHQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31426 | PA      | $29354.84     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                | Fiserv Funding ULC                                                                             | CUSIP: N/A<br>LEI: 254900RNWK5SE9A0I712       | Long             | DBT              | CORP              | IE        |      430000 | PA      | $485346.03    | 0.04%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46495.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                                       | Investor AB                                                                                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |      164000 | PA      | $187342.81    | 0.02%             | 2034-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM                 | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2713457 | PA      | $199454.28    | 0.02%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      418000 | PA      | $362731.51    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                          | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      851000 | PA      | $853726.58    | 0.07%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      132846 | PA      | $133045.79    | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                         | Florida Power & Light Co.                                                                      | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      665000 | PA      | $418046.44    | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4704.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                          | JBS USA Holding Lux SARL                                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      361000 | PA      | $371655.28    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XKMD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367139 | PA      | $331426.98    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                              | PPG Industries, Inc.                                                                           | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      390000 | PA      | $437808.69    | 0.04%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                                  | Kasikornbank PCL                                                                               | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      223500 | NS      | $1060462.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42095.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                   | Oncor Electric Delivery Co. LLC                                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      497000 | PA      | $503222.58    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 18611200000 | PA      | $12416092.15  | 1.02%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                          | MFS Institutional Money Market Portfolio, Class A                                              | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    20671455 | NS      | $20671455.47  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   436200000 | PA      | $1958537.39   | 0.16%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2126.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $719.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208043 | PA      | $173275.25    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                      | Northern Star Resources Ltd.                                                                   | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      504000 | PA      | $518669.49    | 0.04%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1179520.51   | 0.10%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                              | Columbia Pipelines Operating Co. LLC                                                           | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $560173.57    | 0.05%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128MJM64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      146848 | PA      | $145898.22    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      800000 | PA      | $803139.06    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      334000 | PA      | $351333.81    | 0.03%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      432729 | PA      | $368849.75    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      594000 | PA      | $617106.60    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      273580 | PA      | $217243.14    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                               | NatWest Markets plc                                                                            | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      730000 | PA      | $831669.48    | 0.07%             | 2030-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10077.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      366734 | NS      | $3557096.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co. Ltd.                                                               | PetroChina Co. Ltd., Class H                                                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     3424000 | NS      | $2622435.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19740.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                                 | Lseg US Fin Corp.                                                                              | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      685000 | PA      | $695518.07    | 0.06%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                 | BSPRT Issuer Ltd., Series 2021-FL7, Class C                                                    | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      352000 | PA      | $348360.67    | 0.03%             | 2038-12-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                            | Truist Financial Corp.                                                                         | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      342000 | PA      | $349432.72    | 0.03%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2025-1, Class A2                                              | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      633643 | PA      | $638499.76    | 0.05%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 16236970000 | PA      | $11189286.10  | 0.92%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                                     | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                                         | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |      150200 | NS      | $615458.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      618719 | PA      | $612024.93    | 0.05%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM                 | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3170226 | PA      | $245243.29    | 0.02%             | 2030-04-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                                          | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      488000 | PA      | $392980.75    | 0.03%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      359000 | PA      | $345788.99    | 0.03%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33953.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                       | RTE Reseau de Transport d'Electricite SADIR                                                    | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $792725.38    | 0.07%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15399.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      127817 | NS      | $2569121.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class B                       | CUSIP: 03880XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1712000 | PA      | $1703980.14   | 0.14%             | 2037-01-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1037088 | PA      | $942936.79    | 0.08%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       83570 | PA      | $83806.72     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2107625 | PA      | $1674235.25   | 0.14%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-764.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178676 | PA      | $148706.04    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                               | Amadeus IT Group SA                                                                            | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |       61603 | NS      | $4841843.26   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                 | Georgia Power Co.                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      512000 | PA      | $510698.42    | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1320.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                             | Cousins Properties LP                                                                          | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      633000 | PA      | $633407.42    | 0.05%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                            | Julius Baer Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       61932 | NS      | $3994983.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                               | Hon Hai Precision Industry Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |      847000 | NS      | $3747318.89   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                        | Warnermedia Holdings, Inc.                                                                     | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      188000 | PA      | $160980.73    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                       | Phillips 66                                                                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       37347 | NS      | $3886328.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                                                    | WP Carey, Inc.                                                                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       29260 | NS      | $1826994.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284100 | PA      | $239227.45    | 0.02%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2044000 | PA      | $1749574.74   | 0.14%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                         | Danone SA                                                                                      | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       53018 | NS      | $4562267.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                         | Sanofi SA                                                                                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       41486 | NS      | $4549729.38   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75819.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1                  | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13585186 | PA      | $196362.99    | 0.02%             | 2031-01-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                             | Petronas Capital Ltd.                                                                          | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      733000 | PA      | $743771.02    | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class A                                                           | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      543479 | PA      | $555085.43    | 0.05%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      415000 | PA      | $407448.10    | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                                       | CH Robinson Worldwide, Inc.                                                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        4745 | NS      | $423348.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Finance US LLC                                                             | Holcim Finance US LLC                                                                          | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      167000 | PA      | $168733.57    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      331000 | PA      | $317250.68    | 0.03%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      790000 | PA      | $897011.68    | 0.07%             | 2033-01-14      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12704.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      692000 | PA      | $678210.01    | 0.06%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, 30 Year                                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      185296 | PA      | $182257.91    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27276.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      874423 | PA      | $745329.16    | 0.06%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                      | Barclays plc                                                                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $1047891.70   | 0.09%             | 2032-07-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                                      | British American Tobacco plc                                                                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      202575 | NS      | $8789857.21   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON plc                                                                          | ICON plc                                                                                       | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       17401 | NS      | $2635207.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      710000 | PA      | $602383.79    | 0.05%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                               | Expand Energy Corp.                                                                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        7044 | NS      | $731871.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      310000 | PA      | $299169.94    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       28271 | NS      | $5217978.47   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      309000 | PA      | $307572.94    | 0.03%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M4V42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16186 | PA      | $16645.35     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Buxl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           5 | NC      | $-10990.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                                              | LXP Industrial Trust                                                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      389000 | PA      | $342233.50    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                           | Kirin Holdings Co. Ltd.                                                                        | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      154200 | NS      | $2328422.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279445 | PA      | $277063.79    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      371909 | PA      | $359197.54    | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        8812 | NS      | $1614710.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5720 | PA      | $5986.97      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                          | Bristol-Myers Squibb Co.                                                                       | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      281000 | PA      | $275460.63    | 0.02%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                        | Allianz SE                                                                                     | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $672146.00    | 0.06%             | 2027-10-30      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                 | Galaxy Pipeline Assets Bidco Ltd.                                                              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      807179 | PA      | $710731.09    | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      267924 | PA      | $258040.82    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                          | Marathon Petroleum Corp.                                                                       | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      517000 | PA      | $505546.39    | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      442000 | PA      | $444888.91    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    30347000 | PA      | $724095.38    | 0.06%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class C                       | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1648500 | PA      | $1639173.94   | 0.14%             | 2037-01-15      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      234071 | PA      | $207253.63    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      310000 | PA      | $391394.43    | 0.03%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4868.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                 | Ross Stores, Inc.                                                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        5312 | NS      | $738368.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XTCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215097 | PA      | $186732.40    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                              | American Express Co.                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        3377 | NS      | $899666.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      442000 | PA      | $440919.98    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                          | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      571000 | PA      | $475051.40    | 0.04%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |      310000 | PA      | $351777.53    | 0.03%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                          | Bunge Ltd. Finance Corp.                                                                       | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      519000 | PA      | $503398.78    | 0.04%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      114000 | PA      | $114452.62    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      121183 | PA      | $107339.65    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-164, Class FM                                                                | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      539796 | PA      | $537126.06    | 0.04%             | 2054-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B24, Class XA                                            | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4576124 | PA      | $201442.37    | 0.02%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26510.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                              | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       59489 | NS      | $3183256.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      120000 | PA      | $135070.07    | 0.01%             | 2036-11-19      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       85057 | NS      | $13295259.67  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                                            | Petroleo Brasileiro SA                                                                         | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      153373 | NS      | $1731581.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Ultra Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -110 | NC      | $-137442.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105294 | PA      | $106230.82    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3934.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      562000 | PA      | $559241.63    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                     | Akzo Nobel NV                                                                                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       47373 | NS      | $3002582.89   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                    | DSV Finance BV                                                                                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111204.18    | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                        | AGCO Corp.                                                                                     | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      302000 | PA      | $299985.14    | 0.02%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                                 | Republic of India                                                                              | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   190000000 | PA      | $2358771.83   | 0.19%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                      | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      511884 | NS      | $12495088.44  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       94165 | NS      | $7958481.79   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $44207.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                      | GreatAmerica Leasing Receivables Funding LLC, Series 2023-1, Class A2                          | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       62748 | PA      | $62801.42     | 0.01%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     5275000 | PA      | $5519992.80   | 0.45%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut State Higher Education Supplement Loan Authority                      | Connecticut State Higher Education Supplement Loan Authority                                   | CUSIP: 207743WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      560000 | PA      | $533336.72    | 0.04%             | 2034-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Empire District Bondco LLC                                                        | Empire District Bondco LLC, Series A-1                                                         | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      703824 | PA      | $710689.41    | 0.06%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                      | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      691000 | PA      | $478765.22    | 0.04%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wurth Finance International BV                                                    | Wurth Finance International BV                                                                 | CUSIP: N/A<br>LEI: 5JB3IE65ZU13TA0DGN10       | Long             | DBT              | CORP              | NL        |      320000 | PA      | $361612.97    | 0.03%             | 2031-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                     | P3 Group Sarl                                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      240000 | PA      | $270902.77    | 0.02%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |       34000 | NS      | $965262.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                               | Societe Generale SA                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342307.64    | 0.03%             | 2031-07-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         276 | NC      | $244793.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     6678000 | PA      | $7673864.92   | 0.63%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                  | TRTX Issuer Ltd., Series 2021-FL4, Class AS                                                    | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $697496.10    | 0.06%             | 2038-03-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $192124.89    | 0.02%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                             | Mex Bonos Desarr Fix Rt                                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    36500000 | PA      | $1681767.68   | 0.14%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM2, Class A1                                                          | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     1045658 | PA      | $1049035.29   | 0.09%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM                 | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3298344 | PA      | $244576.17    | 0.02%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                            | Cie de Saint-Gobain SA                                                                         | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       49663 | NS      | $5401644.69   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                 | Manufacturers & Traders Trust Co.                                                              | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402036.46    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp.                                                 | Iowa Student Loan Liquidity Corp.                                                              | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      405000 | PA      | $385224.34    | 0.03%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94991 | PA      | $79958.05     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $663.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                 | NatWest Group plc                                                                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $276815.98    | 0.02%             | 2031-08-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $450230.39    | 0.04%             | 2031-02-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      560000 | PA      | $621650.98    | 0.05%             | 2036-01-23      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K136, Class XAM                 | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3294996 | PA      | $102422.64    | 0.01%             | 2031-12-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5630.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                            | Becton Dickinson & Co.                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       40400 | NS      | $8366436.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197026 | PA      | $173684.20    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224833 | PA      | $214278.27    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EPUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186173 | PA      | $184394.99    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                     | Pioneer Natural Resources Co.                                                                  | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      549000 | PA      | $481742.40    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                             | DB Insurance Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       16691 | NS      | $1070854.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8194 | PA      | $8441.39      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33016.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MLPX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35971 | PA      | $34330.75     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120318 | PA      | $119318.07    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                            | NXP BV                                                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      279000 | PA      | $258459.73    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                         | LKQ Corp.                                                                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      102248 | NS      | $3906896.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Colorado Housing and Finance Authority                                            | Colorado Housing and Finance Authority                                                         | CUSIP: 196480D61<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |      550000 | PA      | $555945.78    | 0.05%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21876 | PA      | $17380.77     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      460076 | PA      | $459267.71    | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4883000 | PA      | $4845614.53   | 0.40%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                                                         | Advanced Info Service PCL                                                                      | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |       85900 | NS      | $758584.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143265 | PA      | $138368.67    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG (Registered)                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      402037 | NS      | $12124190.86  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                             | Elevance Health, Inc.                                                                          | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      523000 | PA      | $529662.15    | 0.04%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                 | Wolters Kluwer NV                                                                              | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      420000 | PA      | $483232.76    | 0.04%             | 2032-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENSU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175376 | PA      | $173719.39    | 0.01%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class A10                                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      833333 | PA      | $844934.83    | 0.07%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66219 | PA      | $54038.17     | 0.00%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    43446000 | PA      | $966328.38    | 0.08%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                               | Societe Generale SA                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334063.87    | 0.03%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                           | Eni SpA                                                                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      488979 | NS      | $6935701.52   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM BV                                                                            | DSM BV                                                                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      220000 | PA      | $244182.15    | 0.02%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      703000 | PA      | $676694.00    | 0.06%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                              | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     1222359 | PA      | $1215622.34   | 0.10%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-13, Class A1                                             | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      436886 | PA      | $436782.90    | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                           | Aramark                                                                                        | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      122834 | NS      | $4106340.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                                | Johnson Controls International plc                                                             | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      109189 | NS      | $9160957.10   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                  | Terna - Rete Elettrica Nazionale                                                               | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      640000 | PA      | $718643.79    | 0.06%             | 2032-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11665.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7850000 | PA      | $1085935.76   | 0.09%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class C                                                         | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      312000 | PA      | $309022.74    | 0.03%             | 2037-01-20      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      447244 | PA      | $418053.30    | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      700000 | PA      | $775687.09    | 0.06%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3674.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1722.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458395 | PA      | $449720.91    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                              | Hartford Insurance Group, Inc. (The)                                                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       18300 | NS      | $2244861.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140NRTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      294190 | PA      | $299313.46    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      318000 | PA      | $276371.86    | 0.02%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                                                         | BXMT Ltd., Series 2021-FL4, Class AS                                                           | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1363167.12   | 0.11%             | 2038-05-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Glencore plc                                                                      | Glencore plc                                                                                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     1009794 | NS      | $3289019.03   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235056 | PA      | $206356.43    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                          | New Hampshire Business Finance Authority, Series 2024 A                                        | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      545000 | PA      | $565429.92    | 0.05%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74627 | PA      | $74643.49     | 0.01%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        6598 | NS      | $1218914.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                                | Koninklijke KPN NV                                                                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      436059 | NS      | $2025532.56   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                          | Bayer AG (Registered)                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       46467 | NS      | $1214865.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        7212 | NS      | $2599853.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                        | Infraestructura Energetica Nova SAPI de CV                                                     | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |      710000 | PA      | $505022.32    | 0.04%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                               | General Mills, Inc.                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      107404 | NS      | $6094102.96   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                                            | Pembina Pipeline Corp.                                                                         | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      887000 | PA      | $596714.36    | 0.05%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-794.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      159430 | PA      | $135895.29    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                      | NBN Co. Ltd.                                                                                   | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |      590000 | PA      | $615974.55    | 0.05%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      323110 | PA      | $325984.01    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                       | BBCMS Trust, Series 2021-C10, Class XA                                                         | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5419368 | PA      | $294841.28    | 0.02%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM3, Class A1                                                          | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      208844 | PA      | $210207.70    | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Infosys Ltd.                                                                      | Infosys Ltd.                                                                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       73211 | NS      | $1288513.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Schneider Electric SE                                                             | Schneider Electric SE                                                                          | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       26238 | NS      | $6148062.99   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                       | Baidu, Inc.                                                                                    | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       12548 | NS      | $1101965.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                     | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      117424 | NS      | $3479273.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3620AXZK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       85450 | PA      | $86453.48     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                     | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        7529 | NS      | $718417.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vier Gas Transport GmbH                                                           | Vier Gas Transport GmbH                                                                        | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $790766.68    | 0.07%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                         | Coventry Building Society                                                                      | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |      310000 | PA      | $352015.10    | 0.03%             | 2029-10-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2483000 | PA      | $1512392.80   | 0.12%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $375565.52    | 0.03%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3059000 | PA      | $3173712.50   | 0.26%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                     | Corning, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300X2937PB0CJ7I56       | Long             | DBT              | CORP              | US        |      490000 | PA      | $561129.29    | 0.05%             | 2026-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2583.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      342000 | PA      | $330782.55    | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3004.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      799000 | PA      | $651972.10    | 0.05%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                                    | Stora Enso OYJ                                                                                 | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      648000 | PA      | $683058.52    | 0.06%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       12135 | NS      | $1949973.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10599.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| mBank SA                                                                          | mBank SA                                                                                       | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      500000 | PA      | $567841.06    | 0.05%             | 2030-09-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                   | Telefonaktiebolaget LM Ericsson, Class B                                                       | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      259030 | NS      | $2197579.08   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      588012 | PA      | $549633.38    | 0.05%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                           | SSE plc                                                                                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      430000 | PA      | $495214.22    | 0.04%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                            | Highland Holdings Sarl                                                                         | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |      480000 | PA      | $547491.96    | 0.05%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                      | Marriott International, Inc., Series HH                                                        | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      579000 | PA      | $517654.13    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Canada 10 Year Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -24 | NC      | $37926.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B26, Class XA                                            | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10629454 | PA      | $382967.54    | 0.03%             | 2054-06-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                      | Hitachi Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      165700 | NS      | $4077021.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      960000 | PA      | $1096664.48   | 0.09%             | 2033-01-16      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      973000 | PA      | $1028826.69   | 0.08%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                        | Travelers Cos., Inc. (The)                                                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        4914 | NS      | $1297934.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3365.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                            | TotalEnergies Capital International SA                                                         | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $673714.96    | 0.06%             | 2033-03-03      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4987.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       20980 | NS      | $2220523.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                                             | Kraft Heinz Foods Co.                                                                          | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      625000 | PA      | $506325.44    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MKG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63179 | PA      | $54929.97     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                             | WMG Acquisition Corp.                                                                          | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      302000 | PA      | $279234.12    | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mondi Finance plc                                                                 | Mondi Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      530000 | PA      | $602511.94    | 0.05%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21185.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                        | Hess Corp.                                                                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       52198 | NS      | $6736151.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      899244 | PA      | $796219.90    | 0.07%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $253257.29    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                | Altria Group, Inc.                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       54516 | NS      | $3224621.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                   | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                                     | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7107616 | PA      | $285349.45    | 0.02%             | 2054-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                  | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $579387.30    | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L6, Class XA                                       | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9309345 | PA      | $420256.42    | 0.03%             | 2054-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1                  | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2295620 | PA      | $57617.54     | 0.00%             | 2030-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | UMBS, 30 Year, Single Family                                                                   | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1749080.90   | 0.14%             | 2055-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                                     | Hammerson plc                                                                                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      197000 | PA      | $251459.49    | 0.02%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      634000 | PA      | $642498.39    | 0.05%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      384000 | PA      | $342033.21    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                           | Aristocrat Leisure Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       51531 | NS      | $2206266.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      410000 | PA      | $464240.91    | 0.04%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                 | Wolters Kluwer NV                                                                              | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        8123 | NS      | $1435276.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                            | General Dynamics Corp.                                                                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        9423 | NS      | $2564186.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                  | Transurban Finance Co. Pty. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      450000 | PA      | $534529.89    | 0.04%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                                         | STWD Ltd., Series 2021-FL2, Class A                                                            | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      794300 | PA      | $786537.95    | 0.06%             | 2038-04-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      590000 | PA      | $601350.73    | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                      | GEA Group AG                                                                                   | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       10071 | NS      | $653731.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of British Columbia Canada                                               | Province of British Columbia                                                                   | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $337198.61    | 0.03%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                        | Verus Securitization Trust, Series 2024-1, Class A1                                            | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      551541 | PA      | $552113.30    | 0.05%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5725.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                     | Sammons Financial Group, Inc.                                                                  | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      656000 | PA      | $685169.95    | 0.06%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                               | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      758000 | PA      | $732137.53    | 0.06%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Tesco plc                                                                         | Tesco plc                                                                                      | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     2408040 | NS      | $11896485.53  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                                      | Iberdrola SA                                                                                   | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      358505 | NS      | $6463227.40   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                       | Cie Financiere Richemont SA (Registered)                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       16378 | NS      | $2882297.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    91220000 | PA      | $13696329.31  | 1.13%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN32, Class XA                                                               | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6732556 | PA      | $218556.27    | 0.02%             | 2054-04-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                                                     | Kyocera Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      300700 | NS      | $3558430.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                              | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      525000 | PA      | $525058.16    | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                    | Commerzbank AG, Series 1061                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227023.14    | 0.02%             | 2032-01-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24356.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4271.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                       | QatarEnergy                                                                                    | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |      449000 | PA      | $329831.81    | 0.03%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                                               | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                                     | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |      538002 | NS      | $538002.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                                        | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144000 | PA      | $144255.05    | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1471000 | PA      | $1295199.51   | 0.11%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      325524 | PA      | $325646.37    | 0.03%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                         | Booz Allen Hamilton, Inc.                                                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      540000 | PA      | $536572.84    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $73887.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                          | Cousins Properties, Inc.                                                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       25409 | NS      | $699763.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      974000 | PA      | $718757.74    | 0.06%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                        | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      400000 | PA      | $342277.94    | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33295 | PA      | $27704.33     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                              | Cenovus Energy, Inc.                                                                           | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       31719 | NS      | $373421.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31413RFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24311 | PA      | $25149.07     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class B10                                                          | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      607994 | PA      | $614638.10    | 0.05%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   452000000 | PA      | $3135927.82   | 0.26%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                                      | TCW CLO Ltd., Series 2020-1A, Class BR3                                                        | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1275000 | PA      | $1256156.78   | 0.10%             | 2034-04-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      744919 | PA      | $621032.00    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      456723 | PA      | $380403.24    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class A                                                             | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      405302 | PA      | $403381.60    | 0.03%             | 2037-02-19      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      232000 | PA      | $234832.01    | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Legrand SA                                                                        | Legrand SA                                                                                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       27276 | NS      | $3003092.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                         | Sodexo SA                                                                                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       41626 | NS      | $2636021.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                                              | Fastighets AB Balder                                                                           | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      290000 | PA      | $323791.12    | 0.03%             | 2032-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                     | MetLife, Inc.                                                                                  | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      589000 | PA      | $598349.13    | 0.05%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      561029 | PA      | $478961.18    | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   531000000 | PA      | $3752801.09   | 0.31%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      438000 | PA      | $446720.28    | 0.04%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class B                                                             | CUSIP: 55284JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      604312 | PA      | $589873.60    | 0.05%             | 2037-02-19      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      471898 | PA      | $451405.52    | 0.04%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class XA                               | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6742873 | PA      | $455241.73    | 0.04%             | 2054-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                             | Interpublic Group of Cos., Inc. (The)                                                          | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       26840 | NS      | $674220.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Finance US LLC                                                             | Holcim Finance US LLC                                                                          | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      153000 | PA      | $152923.30    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP                                                                                 | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      862000 | PA      | $618481.56    | 0.05%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                         | Orange SA                                                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $149060.86    | 0.01%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                             | Thermo Fisher Scientific Finance I BV                                                          | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      330000 | PA      | $242082.66    | 0.02%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30284.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020 | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |      808000 | PA      | $482905.79    | 0.04%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      393289 | PA      | $400145.49    | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                                      | Securitas AB                                                                                   | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | DBT              | CORP              | SE        |      270000 | PA      | $303832.41    | 0.03%             | 2032-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      400000 | PA      | $385359.32    | 0.03%             | 2035-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                       | TELUS Corp., Series CAF                                                                        | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     1323000 | PA      | $894853.17    | 0.07%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399729.31    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                          | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      623000 | PA      | $469528.21    | 0.04%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                              | Columbia Pipelines Operating Co. LLC                                                           | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      246000 | PA      | $254186.99    | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      440000 | PA      | $499138.17    | 0.04%             | 2035-07-30      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151995 | PA      | $128144.10    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7139.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23858.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS                         | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1360000 | PA      | $1353476.08   | 0.11%             | 2036-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| STWD Ltd.                                                                         | STWD Ltd., Series 2021-FL2, Class AS                                                           | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1396556.42   | 0.12%             | 2038-04-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IG Group Holdings plc                                                             | IG Group Holdings plc                                                                          | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       42586 | NS      | $606525.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20566 | PA      | $16353.67     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      281000 | PA      | $256909.78    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                                                         | Kao Corp.                                                                                      | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       16900 | NS      | $721837.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                                               | Toyota Tsusho Corp.                                                                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      149900 | NS      | $2961725.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                                     | Medtronic plc                                                                                  | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      139000 | NS      | $11781640.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                           | Raizen Fuels Finance SA                                                                        | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      606000 | PA      | $602231.95    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      794000 | PA      | $843659.35    | 0.07%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                               | Brown & Brown, Inc.                                                                            | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151691.42    | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65274 | PA      | $60219.35     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2076000 | PA      | $1451738.60   | 0.12%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $612.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4348000 | PA      | $2924223.97   | 0.24%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1948000 | PA      | $1785755.78   | 0.15%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                          | VF Corp.                                                                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      116799 | NS      | $1387572.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137078.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Ultra Bond                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -8 | NC      | $13344.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                                           | Aon plc, Class A                                                                               | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       27280 | NS      | $9678671.20   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       52293 | NS      | $8960928.48   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                          | Willis Towers Watson plc                                                                       | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       20770 | NS      | $6393006.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor, Inc.                                                                    | Quebecor, Inc., Class B                                                                        | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       57497 | NS      | $1577351.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp.                                                                      | Kubota Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      171400 | NS      | $1981565.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      364000 | PA      | $355137.66    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                           | DBS Group Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      168290 | NS      | $5469650.49   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      191000 | PA      | $189519.24    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                       | Reckitt Benckiser Group plc                                                                    | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       52517 | NS      | $3386087.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                                                          | Ambev SA                                                                                       | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |      950000 | NS      | $2438966.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      472941 | PA      | $418893.59    | 0.03%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                             | Walt Disney Co. (The)                                                                          | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      658000 | PA      | $533146.41    | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      440000 | PA      | $484048.68    | 0.04%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      373000 | PA      | $380735.05    | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp., Class A                                                                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      239265 | NS      | $8182863.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19355 | PA      | $16202.54     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                   | Plains All American Pipeline LP                                                                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      424000 | PA      | $419344.45    | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        7654 | NS      | $541137.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                        | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      533000 | PA      | $515805.97    | 0.04%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class B                                                           | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364160 | PA      | $368718.01    | 0.03%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MediaTek, Inc.                                                                    | MediaTek, Inc.                                                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       44000 | NS      | $1857236.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      910000 | PA      | $880998.83    | 0.07%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178784 | PA      | $150898.80    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      520000 | PA      | $508956.55    | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1331000 | PA      | $1308622.52   | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesobligation                                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3710000 | PA      | $4282362.45   | 0.35%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     1020000 | PA      | $1154698.15   | 0.10%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K131, Class XAM                 | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3177082 | PA      | $162309.49    | 0.01%             | 2031-07-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                                                | Shimamura Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       11900 | NS      | $791668.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                        | Occidental Petroleum Corp.                                                                     | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      484000 | PA      | $471502.54    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co.                                                               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      548000 | PA      | $472808.62    | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                               | Intesa Sanpaolo SpA                                                                            | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $332567.85    | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334797.96    | 0.03%             | 2036-02-26      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                        | News Corp.                                                                                     | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      730000 | PA      | $686831.82    | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      568000 | PA      | $562465.43    | 0.05%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $722662.57    | 0.06%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                             | BP Capital Markets BV                                                                          | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      440000 | PA      | $313611.31    | 0.03%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                                        | Diageo plc                                                                                     | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      156760 | NS      | $4370481.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                                           | Euronet Worldwide, Inc.                                                                        | CUSIP: N/A<br>LEI: YG3575C4DSHJPA5KET68       | Long             | DBT              | CORP              | US        |      825000 | PA      | $916563.45    | 0.08%             | 2026-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM                 | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3056884 | PA      | $184431.90    | 0.02%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                         | NEC Corp.                                                                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      195300 | NS      | $4747956.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                      | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                        | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1001000 | PA      | $729729.44    | 0.06%             | 2041-11-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ferrari NV                                                                        | Ferrari NV                                                                                     | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | DBT              | CORP              | NL        |     1110000 | PA      | $1283581.02   | 0.11%             | 2030-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1881000 | PA      | $2135365.72   | 0.18%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP, Series 21-1                                                                    | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      767000 | PA      | $541462.16    | 0.04%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      512000 | PA      | $506637.47    | 0.04%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      379022 | PA      | $335732.73    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       32984 | NS      | $2342193.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                                                      | PPL Electric Utilities Corp.                                                                   | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      771000 | PA      | $727932.15    | 0.06%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                      | Bain Capital Credit CLO Ltd., Series 2021-7A, Class BR                                         | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1365087 | PA      | $1346864.45   | 0.11%             | 2035-01-22      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                              | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      508555 | PA      | $509713.50    | 0.04%             | 2069-02-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $450644.11    | 0.04%             | 2036-01-27      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      658000 | PA      | $596034.13    | 0.05%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                                     | Entergy Corp.                                                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      816000 | PA      | $804403.06    | 0.07%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                  | Pernod Ricard SA                                                                               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1115154.88   | 0.09%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Note                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          78 | NC      | $34007.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      803233 | PA      | $744291.59    | 0.06%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      701300 | NS      | $8845954.33   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1780000000 | PA      | $9973253.60   | 0.82%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-520.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class XAM                 | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3594105 | PA      | $187630.25    | 0.02%             | 2030-11-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XKH78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33764 | PA      | $30699.47     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      192000 | PA      | $198419.85    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                    | Southern California Edison Co.                                                                 | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      351000 | PA      | $340745.83    | 0.03%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3773.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      354000 | PA      | $326466.02    | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17401.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                     | PepsiCo, Inc.                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       12579 | NS      | $1705460.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                              | Ontario Teachers' Cadillac Fairview Properties Trust                                           | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      527000 | PA      | $459433.62    | 0.04%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Alamtri Resources Indonesia Tbk. PT                                               | Alamtri Resources Indonesia Tbk. PT                                                            | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |     2427700 | NS      | $277869.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65300 | PA      | $68143.18     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   332150000 | PA      | $2448775.76   | 0.20%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                               | Deutsche Telekom AG                                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      310000 | PA      | $327208.20    | 0.03%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15186.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      721000 | PA      | $715416.76    | 0.06%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3771000 | PA      | $1852892.52   | 0.15%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                      | Kenvue, Inc.                                                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      530000 | PA      | $491992.88    | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       25580 | NS      | $6257379.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21400.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      484000 | PA      | $419836.53    | 0.03%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4209.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-634.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-587.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                 | Chile Electricity Lux Mpc II Sarl                                                              | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      452585 | PA      | $449529.86    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20289.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                               | Erste Group Bank AG                                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        8246 | NS      | $555351.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5639000 | PA      | $5670499.12   | 0.47%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47104.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.                                          | Samsung Fire & Marine Insurance Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |        5055 | NS      | $1331760.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      530000 | PA      | $512890.57    | 0.04%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Americas SA                                                                  | Enel Americas SA                                                                               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     1835000 | PA      | $1818442.43   | 0.15%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1405000 | PA      | $1365775.21   | 0.11%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      420000 | PA      | $424405.11    | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                    | Boston Gas Co.                                                                                 | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      816000 | PA      | $840313.66    | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                            | Memorial Sloan-Kettering Cancer Center, Series 2020                                            | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      670000 | PA      | $435630.74    | 0.04%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                              | PPG Industries, Inc.                                                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       41933 | NS      | $4564826.38   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                                       | Powszechna Kasa Oszczednosci Bank Polski SA                                                    | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | DBT              | CORP              | PL        |      520000 | PA      | $593710.42    | 0.05%             | 2027-09-12      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                       | Axalta Coating Systems Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       56854 | NS      | $1847755.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3455000 | PA      | $1768045.79   | 0.15%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                                | Koninklijke KPN NV                                                                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $556344.90    | 0.05%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      607000 | PA      | $400924.14    | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299811 | PA      | $276307.24    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39575.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50883.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3700000 | PA      | $4132565.77   | 0.34%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      252000 | PA      | $247296.60    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co.                                                               | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      459000 | PA      | $452380.38    | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-521.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      548508 | PA      | $543438.55    | 0.04%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                          | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      263000 | PA      | $235004.24    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                 | BSPRT Issuer Ltd., Series 2021-FL7, Class B                                                    | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      388000 | PA      | $385395.74    | 0.03%             | 2038-12-15      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42700.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                                              | Sage Group plc (The)                                                                           | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      101000 | PA      | $110249.74    | 0.01%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      265566 | PA      | $268467.26    | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                             | Colgate-Palmolive Co.                                                                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       78593 | NS      | $7245488.67   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Long Gilt                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -8 | NC      | $-18916.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Province of Alberta Canada                                                        | Province of Alberta                                                                            | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      817000 | PA      | $543969.34    | 0.04%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                 | National Grid plc                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      591058 | NS      | $8543833.15   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                  | Roche Holding AG                                                                               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       47565 | NS      | $15519784.94  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47065 | PA      | $40089.50     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                                | Richemont International Holding SA                                                             | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $339943.82    | 0.03%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                       | Aker BP ASA                                                                                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       15823 | NS      | $339474.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2885465 | PA      | $2506783.85   | 0.21%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                    | DSV Finance BV                                                                                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $171631.19    | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      121234 | PA      | $113911.41    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                        | KDDI Corp.                                                                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      427000 | NS      | $7536260.32   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                              | NextEra Energy, Inc.                                                                           | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       64483 | NS      | $2735368.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2447.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $279621.15    | 0.02%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      164000 | PA      | $170501.47    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                 | Cigna Group (The)                                                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       37639 | NS      | $12798765.56  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent Utilities Finance plc                                                | Severn Trent Utilities Finance plc                                                             | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      490000 | PA      | $553162.31    | 0.05%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      442972 | PA      | $384636.82    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9638.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      737000 | PA      | $699379.87    | 0.06%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                                                 | Nestle Finance International Ltd.                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $429933.79    | 0.04%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MHTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146644 | PA      | $127301.72    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      345000 | PA      | $313642.20    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                      | Target Corp.                                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       21817 | NS      | $2109703.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                      | Stanley Black & Decker, Inc.                                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       19543 | NS      | $1172970.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      406500 | PA      | $400501.39    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORT CRE Issuer LLC                                                               | FORT CRE Issuer LLC, Series 2022-FL3, Class AS                                                 | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592000 | PA      | $580520.53    | 0.05%             | 2039-02-23      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                    | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       67799 | NS      | $6042246.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                                           | Sberbank of Russia PJSC                                                                        | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |      780516 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      265000 | PA      | $297089.72    | 0.02%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      515000 | PA      | $513621.34    | 0.04%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      250000 | PA      | $284130.11    | 0.02%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                           | E.ON SE                                                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      313042 | NS      | $5477784.09   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      182906 | NS      | $14888548.40  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140A0MB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85520 | PA      | $85388.97     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2021-FL6, Class B                                                             | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1373765.12   | 0.11%             | 2036-07-16      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      605000 | PA      | $607158.63    | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38864.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2118.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                         | Northern States Power Co.                                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      471000 | PA      | $472597.81    | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                    | Tata Consultancy Services Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       13593 | NS      | $555682.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46991.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5117000 | PA      | $3455478.25   | 0.28%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   458400000 | PA      | $1981751.24   | 0.16%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   310000000 | PA      | $1831857.60   | 0.15%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Arcadis NV                                                                        | Arcadis NV                                                                                     | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | DBT              | CORP              | NL        |      477000 | PA      | $561135.85    | 0.05%             | 2028-02-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                  | ABN AMRO Bank NV                                                                               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      180215 | NS      | $3736137.58   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52924 | PA      | $44396.94     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPP-Distribucia A/S                                                               | SPP-Distribucia A/S                                                                            | CUSIP: N/A<br>LEI: 213800AGL5LRVQNANS48       | Long             | DBT              | CORP              | SK        |     1570000 | PA      | $1467745.49   | 0.12%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp., Series A                                                                           | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       30988 | NS      | $1347668.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      605000 | PA      | $535105.90    | 0.04%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                        | Anglo American Capital plc                                                                     | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      372000 | PA      | $381414.48    | 0.03%             | 2030-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62709 | PA      | $53445.88     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                            | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        3826 | NS      | $1134141.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                                                     | Organon & Co.                                                                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      155070 | NS      | $2005055.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1784000 | PA      | $1321086.55   | 0.11%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                  | Republic of Peru                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1800000 | PA      | $1772210.36   | 0.15%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN35, Class XA                                                               | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6118790 | PA      | $281945.30    | 0.02%             | 2064-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                              | Boston Properties LP                                                                           | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      283000 | PA      | $274376.48    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      456000 | PA      | $375946.67    | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      791998 | PA      | $658713.14    | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   224000000 | PA      | $1383871.31   | 0.11%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                      | Prysmian SpA                                                                                   | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      480000 | PA      | $551788.58    | 0.05%             | 2028-11-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Euro-Bund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -164 | NC      | $-359711.85   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      423000 | PA      | $434504.75    | 0.04%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                           | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      428000 | PA      | $423422.24    | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                          | KB Financial Group, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       21766 | NS      | $1381141.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      463000 | PA      | $457832.21    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      590000 | PA      | $665391.31    | 0.05%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      426332 | PA      | $363500.13    | 0.03%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      918245 | PA      | $932394.28    | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                   | Eli Lilly & Co.                                                                                | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      587000 | PA      | $588531.30    | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      270067 | PA      | $268098.61    | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                                     | WH Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      646500 | NS      | $578512.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                                       | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       13409 | NS      | $2950248.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      516000 | PA      | $527073.74    | 0.04%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27035 | PA      | $22570.17     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                       | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4627010 | PA      | $237227.70    | 0.02%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                     | Banco BPM SpA                                                                                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $568660.68    | 0.05%             | 2029-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                    | Videotron Ltd.                                                                                 | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      251000 | PA      | $249702.83    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                  | Kroger Co. (The)                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      365000 | PA      | $341424.43    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                          | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      184000 | PA      | $177402.71    | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      753000 | PA      | $499744.32    | 0.04%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      324000 | PA      | $332815.50    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                           | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      367188 | PA      | $362658.09    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34806.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACREC Ltd.                                                                        | ACREC Ltd., Series 2021-FL1, Class C                                                           | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1125500 | PA      | $1120071.26   | 0.09%             | 2036-10-16      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                         | Nippon Life Insurance Co.                                                                      | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      230000 | PA      | $254385.55    | 0.02%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                          | Manulife Financial Corp.                                                                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      186155 | NS      | $5705098.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1362.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57554.83     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                        | Lear Corp.                                                                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       37666 | NS      | $3229859.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon Netherlands Capital BV                                                     | Haleon Netherlands Capital BV                                                                  | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $560469.61    | 0.05%             | 2026-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $660542.18    | 0.05%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                      | Kenvue, Inc.                                                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      364527 | NS      | $8602837.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                      | Discovery Communications LLC                                                                   | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      183000 | PA      | $171102.37    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    38000000 | PA      | $48195.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132A5GF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      537162 | PA      | $494049.99    | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      175000 | PA      | $168858.74    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                        | Agilent Technologies, Inc.                                                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       12952 | NS      | $1393635.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $337081.10    | 0.03%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1582.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                                    | EPR Properties                                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      829000 | PA      | $732896.89    | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                         | BXMT Ltd., Series 2021-FL4, Class B                                                            | CUSIP: 05609GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1996500 | PA      | $1914588.80   | 0.16%             | 2038-05-15      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                    | Magyar Export-Import Bank Zrt.                                                                 | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      540000 | PA      | $549648.18    | 0.05%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                              | American Tower Corp.                                                                           | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      502000 | PA      | $509929.49    | 0.04%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                           | Duke Energy Florida LLC                                                                        | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      648000 | PA      | $679879.81    | 0.06%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                     | China Construction Bank Corp., Class H                                                         | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     5345000 | NS      | $4396964.77   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg Breweries A/S                                                           | Carlsberg Breweries A/S                                                                        | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      480000 | PA      | $544030.64    | 0.04%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   574000000 | PA      | $4417848.93   | 0.36%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     1395000 | PA      | $1622860.12   | 0.13%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      599000 | PA      | $600160.46    | 0.05%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                            | BP Capital Markets plc                                                                         | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      520000 | PA      | $686245.83    | 0.06%             | 2029-11-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                                    | Secom Co. Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |       58700 | NS      | $2154550.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      191000 | PA      | $203809.73    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      671000 | PA      | $678553.19    | 0.06%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QPKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178075 | PA      | $154864.12    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24949.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM                 | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1523000 | PA      | $35502.96     | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                        | Michigan Finance Authority                                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      585000 | PA      | $480228.43    | 0.04%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                                | Corp. Inmobiliaria Vesta SAB de CV                                                             | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |      464000 | PA      | $401938.19    | 0.03%             | 2031-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                     | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       33432 | NS      | $2519769.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137971 | PA      | $140181.06    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                          | Enel SpA                                                                                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      650000 | PA      | $717943.69    | 0.06%             | 2032-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139199 | PA      | $115910.26    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      620000 | PA      | $486887.31    | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    21900000 | PA      | $3164015.23   | 0.26%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      427000 | PA      | $409133.29    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       14392 | NS      | $7880339.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5912.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LBE7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      550000 | PA      | $617474.85    | 0.05%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                      | Cie Generale des Etablissements Michelin SCA                                                   | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      138744 | NS      | $5056356.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1781543 | PA      | $1416513.98   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253048.01    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM                 | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1752322 | PA      | $96078.76     | 0.01%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Funding DAC                                                | Smurfit Kappa Treasury Funding DAC                                                             | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |      510000 | PA      | $515624.39    | 0.04%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        4534 | NS      | $1188996.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      416000 | PA      | $432864.92    | 0.04%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5982000 | PA      | $7050487.73   | 0.58%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Banco BPM SpA                                                                     | Banco BPM SpA                                                                                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $356204.74    | 0.03%             | 2027-11-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92671 | PA      | $78344.77     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20776.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      511000 | PA      | $529526.75    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       16715 | NS      | $6606770.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                       | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class C                          | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      225000 | PA      | $224118.90    | 0.02%             | 2036-07-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50200000 | PA      | $20528.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1363.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                                | Republic of Poland                                                                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $1162022.84   | 0.10%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87304.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122352 | PA      | $106448.43    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      204432 | NS      | $8152748.16   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd.                                                                  | Sands China Ltd.                                                                               | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      782000 | PA      | $724077.81    | 0.06%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                               | Swisscom Finance BV                                                                            | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      380000 | PA      | $442369.50    | 0.04%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62651.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                     | Rio Tinto plc                                                                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      111817 | NS      | $6666925.97   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                              | Kimberly-Clark Corp.                                                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       51795 | NS      | $6825545.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5552000 | PA      | $5127141.86   | 0.42%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                        | NIKE, Inc., Class B                                                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       18804 | NS      | $1060545.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3035.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliander NV                                                                      | Alliander NV                                                                                   | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $453115.98    | 0.04%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                  | Mastercard, Inc.                                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      528000 | PA      | $515755.06    | 0.04%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5959.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-789.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      690000 | PA      | $565062.65    | 0.05%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133CGUU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230047 | PA      | $237812.15    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $398.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Properties REIT                                                            | Choice Properties REIT                                                                         | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      898000 | PA      | $680261.38    | 0.06%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                               | LVMH Moet Hennessy Louis Vuitton SE                                                            | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $679650.19    | 0.06%             | 2029-03-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                                    | Techtronic Industries Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      285000 | NS      | $2881015.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      271865 | PA      | $228980.15    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90134 | PA      | $89911.00     | 0.01%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                       | TDC Net A/S                                                                                    | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      110000 | PA      | $125544.86    | 0.01%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      519000 | PA      | $518480.44    | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45654 | PA      | $38897.86     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-613.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                     | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       16203 | NS      | $3410731.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                       | Dick's Sporting Goods, Inc.                                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      587000 | PA      | $402198.78    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                  | TotalEnergies SE                                                                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      111600 | NS      | $6328760.37   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      470000 | PA      | $474205.13    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| P3 Group SARL                                                                     | P3 Group SARL                                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      680000 | PA      | $720319.95    | 0.06%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      207000 | PA      | $210096.65    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157847 | PA      | $125389.59    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                                   | Landsbankinn HF                                                                                | CUSIP: N/A<br>LEI: 549300TLZPT6JELDWM92       | Long             | DBT              | CORP              | IS        |      775000 | PA      | $888195.25    | 0.07%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                         | Nestle SA (Registered)                                                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       16872 | NS      | $1793601.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread Group plc                                                               | Whitbread Group plc                                                                            | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |      222000 | PA      | $292137.20    | 0.02%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                             | WMG Acquisition Corp.                                                                          | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      401000 | PA      | $368750.22    | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      394000 | PA      | $401479.38    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       26865 | NS      | $1648973.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade per l'Italia SpA                                                       | Autostrade per l'Italia SpA                                                                    | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      310000 | PA      | $375035.18    | 0.03%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                                        | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     2015000 | PA      | $2331279.87   | 0.19%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      952984 | PA      | $718279.37    | 0.06%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224560 | PA      | $225136.44    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                              | Flutter Treasury DAC                                                                           | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      723000 | PA      | $738738.99    | 0.06%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      603000 | PA      | $584285.58    | 0.05%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                     | BAT International Finance plc                                                                  | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      462000 | PA      | $534266.07    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1146574 | PA      | $977301.23    | 0.08%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                              | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      367339 | PA      | $368010.43    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140X9AL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      533691 | PA      | $424460.59    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                       | Masco Corp.                                                                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       93801 | NS      | $5685278.61   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27757.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1974885 | PA      | $1971414.39   | 0.16%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                              | Northern Trust Corp.                                                                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      120721 | NS      | $11345359.58  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       39712 | NS      | $7747811.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                               | Omnicom Group, Inc.                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       83750 | NS      | $6378400.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2516.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1636.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $532938.58    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150798 | PA      | $132068.74    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B27, Class XA                                            | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13589341 | PA      | $738659.52    | 0.06%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                                                   | Dun & Bradstreet Holdings, Inc.                                                                | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |      155665 | NS      | $1396315.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132241 | PA      | $111580.08    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                              | Massachusetts Housing Finance Agency                                                           | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |      980000 | PA      | $1008150.11   | 0.08%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                 | Algonquin Power & Utilities Corp.                                                              | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $241558.72    | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM1, Class A1                                                          | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      588964 | PA      | $590946.12    | 0.05%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3463.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                               | Union Pacific Corp.                                                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       21186 | NS      | $4568972.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10190000 | PA      | $6968316.12   | 0.57%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                           | Swiss Life Finance I AG                                                                        | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      530000 | PA      | $601632.94    | 0.05%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                                                 | CLP Holdings Ltd.                                                                              | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       83500 | NS      | $713813.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2020-C7, Class XA                                                 | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1384671 | PA      | $69701.14     | 0.01%             | 2053-04-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220408 | PA      | $200754.97    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                 | Johnson & Johnson                                                                              | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      580000 | PA      | $637321.70    | 0.05%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                             | NXP Semiconductors NV                                                                          | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       28479 | NS      | $5248964.49   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                                       | Anhui Conch Cement Co. Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |      959000 | NS      | $2707991.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      213463 | PA      | $199531.09    | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                  | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      439000 | PA      | $430859.03    | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                                       | Finning International, Inc.                                                                    | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       19216 | NS      | $542357.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                  | Mastercard, Inc.                                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      211000 | PA      | $164736.27    | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B28, Class XA                                            | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12990907 | PA      | $720829.04    | 0.06%             | 2054-08-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31720.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                   | ESB Finance DAC                                                                                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      405000 | PA      | $429577.50    | 0.04%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                       | Heineken NV                                                                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       42389 | NS      | $3779203.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $803621.13    | 0.07%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      969825 | PA      | $933453.28    | 0.08%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                                 | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5241296 | PA      | $365721.41    | 0.03%             | 2054-02-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Long Bond                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          23 | NC      | $12827.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      440000 | PA      | $584836.38    | 0.05%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                      | Fujitsu Ltd.                                                                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      239800 | NS      | $5284723.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31745.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                           | Heidelberg Materials AG                                                                        | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       24636 | NS      | $4863124.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                               | EOG Resources, Inc.                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        4393 | NS      | $484679.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      842693 | PA      | $703548.22    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       24472 | NS      | $2986073.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      328000 | PA      | $342933.86    | 0.03%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM                | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2485542 | PA      | $175921.44    | 0.01%             | 2034-09-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                                               | Doosan Bobcat, Inc.                                                                            | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |       30412 | NS      | $1048320.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-59966.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                           | Kingdom of Saudi Arabia                                                                        | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      519000 | PA      | $527016.47    | 0.04%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    87780000 | PA      | $12978977.15  | 1.07%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86911 | PA      | $69245.72     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      558000 | PA      | $418886.86    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3214000 | PA      | $2365061.98   | 0.19%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                              | Sompo Holdings, Inc.                                                                           | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       44400 | NS      | $1442425.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5374000 | PA      | $6272978.71   | 0.52%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $5486010.90   | 0.45%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesobligation                                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     4250000 | PA      | $4852835.71   | 0.40%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CEZ A/S                                                                           | CEZ A/S                                                                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | NUSS              | CZ        |      496000 | PA      | $561365.42    | 0.05%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16300000 | PA      | $64434.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                        | Highwoods Properties, Inc.                                                                     | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       57271 | NS      | $1628787.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      445000 | PA      | $531780.74    | 0.04%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                              | Experian Finance plc                                                                           | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $567625.82    | 0.05%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133AWL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150155 | PA      | $120751.05    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                             | Global Payments, Inc.                                                                          | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      450000 | PA      | $533084.66    | 0.04%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2718.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse, Inc.                                                             | Texas Roadhouse, Inc.                                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        5533 | NS      | $918256.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      361000 | PA      | $329927.65    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2022-BNK41, Class AS                                                              | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1304000 | PA      | $1175454.55   | 0.10%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4263000 | PA      | $3354390.14   | 0.28%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                             | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       16222 | NS      | $2387553.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One, Inc.                                                                   | Hydro One, Inc.                                                                                | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     1022000 | PA      | $753763.92    | 0.06%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5300000 | PA      | $30378.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                   | WEA Finance LLC                                                                                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      800000 | PA      | $776165.96    | 0.06%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Accenture plc                                                                     | Accenture plc, Class A                                                                         | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        8347 | NS      | $2497005.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM                 | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7375798 | PA      | $586544.11    | 0.05%             | 2030-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-12, Class A1                                             | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     1525728 | PA      | $1529582.88   | 0.13%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Aptiv plc                                                                         | Aptiv plc                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       71593 | NS      | $4085096.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM                 | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4021884 | PA      | $184616.14    | 0.02%             | 2031-09-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31650.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                         | Rio Tinto Finance USA plc                                                                      | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      905000 | PA      | $911105.56    | 0.08%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                         | Arkema SA                                                                                      | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $443381.18    | 0.04%             | 2034-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                         | Gerdau SA (Preference)                                                                         | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |      257722 | NS      | $680731.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                                            | NXP BV                                                                                         | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $126697.73    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                           | Arrow Electronics, Inc.                                                                        | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      327000 | PA      | $328738.65    | 0.03%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5727.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                      | Capgemini SE                                                                                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       38595 | NS      | $6139878.25   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      471000 | PA      | $340636.21    | 0.03%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4589.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166178 | PA      | $142255.51    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                             | Electronic Arts, Inc.                                                                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        8589 | NS      | $1246178.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                                                     | Entergy Corp.                                                                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       38681 | NS      | $3217098.77   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV Finance BV                                                                    | DSV Finance BV                                                                                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113921.66    | 0.01%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                    | QUALCOMM, Inc.                                                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       24220 | NS      | $3595701.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                                    | Alphabet, Inc.                                                                                 | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $302886.05    | 0.02%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                             | Saudi Arabian Oil Co.                                                                          | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      612000 | PA      | $568548.00    | 0.05%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                            | Truist Financial Corp.                                                                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      253000 | PA      | $257366.44    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XJXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134312 | PA      | $136500.93    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31292K2A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      333360 | PA      | $330637.27    | 0.03%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class B                                                         | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      620000 | PA      | $616977.28    | 0.05%             | 2037-01-20      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QUMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96224 | PA      | $92057.41     | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84690.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $977.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd.                                                                  | Nomad Foods Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |       33930 | NS      | $678260.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XL4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      377225 | PA      | $340548.92    | 0.03%             | 2053-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      858000 | PA      | $1148346.84   | 0.09%             | 2033-01-13      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        8185 | NS      | $1389485.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-Schatz                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -31 | NC      | $-22691.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                               | Erste Group Bank AG                                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      900000 | PA      | $1012297.54   | 0.08%             | 2033-01-14      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7991.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      483000 | PA      | $486851.44    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $877.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                       | Hellenic Telecommunications Organization SA                                                    | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      108599 | NS      | $2074170.83   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $110238.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      993000 | PA      | $930751.73    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      418203 | PA      | $400354.00    | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                             | Toledo Hospital (The), Series AGMC                                                             | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      590000 | PA      | $571611.35    | 0.05%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                              | Roche Holdings, Inc.                                                                           | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      302000 | PA      | $319099.44    | 0.03%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                   | Eastern Energy Gas Holdings LLC                                                                | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      547000 | PA      | $514653.69    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                               | Suncor Energy, Inc.                                                                            | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      136834 | NS      | $4832763.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1331.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      344000 | PA      | $347618.45    | 0.03%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                 | NatWest Group plc                                                                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     2412752 | NS      | $15376399.49  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2269000 | PA      | $2391599.58   | 0.20%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1587254 | PA      | $1587529.86   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      407071 | PA      | $378070.58    | 0.03%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      163000 | PA      | $151863.39    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QTX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286963 | PA      | $274669.56    | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      580000 | PA      | $581810.75    | 0.05%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77322 | PA      | $68120.06     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                      | Fidelity National Information Services, Inc.                                                   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       29735 | NS      | $2345496.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                                         | Mitsubishi Electric Corp.                                                                      | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      268700 | NS      | $5187762.97   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      173000 | PA      | $149884.37    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                 | Store Capital LLC                                                                              | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      878000 | PA      | $743218.04    | 0.06%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      472000 | PA      | $458376.88    | 0.04%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K133, Class XAM                 | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13281588 | PA      | $398859.37    | 0.03%             | 2031-09-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      334000 | PA      | $341352.40    | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14692.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                               | Japan Tobacco, Inc.                                                                            | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      566000 | PA      | $585299.50    | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                             | Las Vegas Sands Corp.                                                                          | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      500000 | PA      | $489941.11    | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                     | Veralto Corp.                                                                                  | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      457000 | PA      | $535076.53    | 0.04%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      960000 | PA      | $891160.22    | 0.07%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5378000 | PA      | $5444804.87   | 0.45%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                 | National Grid plc                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $917851.02    | 0.08%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK plc                                                                | Crh Finance UK plc                                                                             | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |      510000 | PA      | $663642.74    | 0.05%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      158000 | PA      | $171359.91    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                       | Barry Callebaut Services NV                                                                    | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $339591.27    | 0.03%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                      | Samsung Electronics Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      131889 | NS      | $5149377.07   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Islandsbanki HF                                                                   | Islandsbanki HF                                                                                | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | DBT              | CORP              | IS        |      420000 | PA      | $479597.90    | 0.04%             | 2030-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                   | Inmobiliaria Colonial Socimi SA                                                                | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $455370.36    | 0.04%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      297000 | PA      | $283835.01    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      579000 | PA      | $599601.76    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      425000 | PA      | $429676.17    | 0.04%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78052 | PA      | $66532.91     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                              | Henkel AG & Co. KGaA (Preference)                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       85031 | NS      | $6588792.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2140.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                 | Sandoz Finance BV                                                                              | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      280000 | PA      | $318965.43    | 0.03%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KG4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48591 | PA      | $41338.32     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3281.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                                           | Toyota Industries Corp.                                                                        | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |       51000 | NS      | $5978178.77   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         111 | NC      | $270169.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      536000 | PA      | $528314.94    | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      445486 | PA      | $371627.29    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                         | Chesapeake Funding II LLC, Series 2023-1A, Class A1                                            | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      294727 | PA      | $296428.65    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** MFS Series Trust VI

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer