# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0001752724-23-043028
**Filing Date:** 2023-2
**Character Count:** 778583
**Document Hash:** d200a5a491c0f3db1c70446de7088de2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043028.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043028

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535
- **IRS NUMBER:** 136022042
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04415
- **FILM NUMBER:** 23673939

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129164905

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### Core Bond Account (Series ID: S000005084)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000154485 | Class R1     | QCBMRX          |
| C000154486 | Class R2     | QCBMPX          |
| C000154487 | Class R3     | QCBMIX          |
| C000234675 | Class R4     | QCBMFX          |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** College Retirement Equities Fund

- **b. Investment Company Act file number:** 811-04415

- **c. CIK number of Registrant:** 0000777535

- **d. LEI of Registrant:** 549300W86TWR1A52Z652

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 212-490-9000

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

- **a. Name of Series:** College Retirement Equities Fund - Core Bond Account

- **b. EDGAR series identifier (if any):** S000005084

- **c. LEI of Series:** 549300D9S43U3EJHB803

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11217812384.00

**Total Liabilities:** $486002860.00

**Net Assets:** $10731809524.00

**Delayed Delivery Securities:** $253697673.00

**Cash Not Reported:** $102952643.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10835.34000000 | **1-Year:** -262030.86000000 | **5-Year:** -1062257.48000000 | **10-Year:** -2029107.10000000 | **30-Year:** -3108134.00000000

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

- **3-Month:** -16988.58000000 | **1-Year:** -20322.59000000 | **5-Year:** 106071.16000000 | **10-Year:** -79086.51000000 | **30-Year:** -74496.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234675 | -1.42%               | 3.74%                | -0.43%               |
| Class ID C000154486 | -1.44%               | 3.73%                | -0.45%               |
| Class ID C000154485 | -1.45%               | 3.71%                | -0.46%               |
| Class ID C000154487 | -1.43%               | 3.73%                | -0.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-35997587.98            | $-139688867.56                             |
| Month 2  | $-72522959.58            | $445294649.83                              |
| Month 3  | $-28793227.88            | $-50193788.19                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED KINGDOM GILT                   | United Kingdom Gilt                                                             | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1220000 | PA      | $1325229.91    | 0.01%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1877934.65    | 0.02%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR              | Empresa de los Ferrocarriles del Estado                                         | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     1550000 | PA      | $968712.51     | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                           | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $6707744.03    | 0.06%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor Funding, Inc                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1362960.00    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2619207 | PA      | $2674773.75    | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                     | CUSIP: 00287YDN6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      550000 | PA      | $570631.10     | 0.01%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                         | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4223831 | PA      | $3623912.81    | 0.03%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $2880000.00    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding Ltd                                                                | CUSIP: 12551MAC3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-O            | CORP              | KY        |     2000000 | PA      | $1947814.00    | 0.02%             | 2030-11-16      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $7952973.30    | 0.07%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $5562460.91    | 0.05%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust                                                | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7653772 | PA      | $7597956.50    | 0.07%             | 2032-05-14      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | Thailand Government International Bond                                          | CUSIP: AT4545436<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    24600000 | PA      | $740333.87     | 0.01%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2740000 | PA      | $2222843.63    | 0.02%             | 2048-09-15      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL        | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6475000 | PA      | $5761306.72    | 0.05%             | 2045-08-25      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42100000 | PA      | $35661364.93   | 0.33%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5970000 | PA      | $5789485.11    | 0.05%             | 2042-04-25      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1284796 | PA      | $1222123.01    | 0.01%             | 2041-10-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1067340 | PA      | $911837.21     | 0.01%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764PBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4411784.69    | 0.04%             | 2047-12-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                | Private Export Funding Corp (PEFCO)                                             | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7740712.00    | 0.07%             | 2024-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                         | Cable Onda S.A.                                                                 | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1775000 | PA      | $1594393.75    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                            | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $585660.00     | 0.01%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | Canadian Government International Bond                                          | CUSIP: 135087H98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $635564.07     | 0.01%             | 2023-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC              | Baltimore Gas & Electric Co                                                     | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5012635.29    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: EK8221690<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409423.89     | 0.00%             | 2025-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | Canadian Government International Bond                                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $875457.90     | 0.01%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                       | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4329022.71    | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Springcastle SPV                      | SpringCastle America Funding LLC                                                | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9021000 | PA      | $7894162.53    | 0.07%             | 2037-09-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1504202 | PA      | $1328457.00    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                            | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20345000 | PA      | $14769433.63   | 0.14%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                        | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $4163881.41    | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                     | Hellenic Republic Government International Bond                                 | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      725000 | PA      | $571941.95     | 0.01%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1847155 | PA      | $1689381.37    | 0.02%             | 2037-11-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     7055341 | PA      | $6565865.73    | 0.06%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I               | Thermo Fisher Scientific Finance I BV                                           | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $695138.44     | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Manhattan West                        | Manhattan West                                                                  | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1270866.30    | 0.01%             | 2039-09-10      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    13800000 | PA      | $13063187.64   | 0.12%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic Government International Bond                                | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2950000 | PA      | $2426439.28    | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17250000 | PA      | $16096251.69   | 0.15%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN               | Misc Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     3260000 | PA      | $2953826.31    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L              | EQM Midstream Partners LP                                                       | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      450000 | PA      | $434248.57     | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4365000 | PA      | $4106424.82    | 0.04%             | 2025-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                    | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4616239.93    | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P2R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3730000 | PA      | $3069572.91    | 0.03%             | 2037-10-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5600000 | PA      | $3764835.54    | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250762 | PA      | $231360.96     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000TBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1822531.20    | 0.02%             | 2050-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                        | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $2711161.76    | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2679037.20    | 0.02%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                          | CUSIP: C7052BAH7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |     1155129 | PA      | $1156971.62    | 0.01%             | 2025-05-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA               | EnfraGen Energia Sur S.A.                                                       | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $2799935.56    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                                 | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2833437.60    | 0.03%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                     | Bharti Airtel Ltd                                                               | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     7225000 | PA      | $6106630.55    | 0.06%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2695515.60    | 0.03%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $2948609.57    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |     7160000 | PA      | $6488406.32    | 0.06%             | 2042-01-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140HJJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8031105 | PA      | $8083591.74    | 0.08%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2895000.00    | 0.03%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                        | NRG Energy, Inc                                                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4971328.98    | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND              | Bundesrepublik Deutschland                                                      | CUSIP: AO2235429<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2575000 | PA      | $2518775.79    | 0.02%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET              | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     2975000 | PA      | $2501190.88    | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                      | Vmed O2 UK Financing I plc                                                      | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $919479.09     | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER           | Charter Communications Operating LLC                                            | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     1412699 | PA      | $1381619.84    | 0.01%             | 2027-02-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2774336.70    | 0.03%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust           | Diamond Resorts Owner Trust                                                     | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      416793 | PA      | $379598.39     | 0.00%             | 2033-11-21      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36254KAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2802195.00    | 0.03%             | 2050-11-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | America Movil SAB de C.V.                                                       | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2300000 | PA      | $2075750.00    | 0.02%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: BT8260684<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   365000000 | PA      | $228312.82     | 0.00%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9925000 | PA      | $9493827.83    | 0.09%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4308482.60    | 0.04%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                   | Activision Blizzard, Inc                                                        | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2095735.40    | 0.02%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $382509.55     | 0.00%             | 2050-02-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                            | Air Canada                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |      402976 | PA      | $399512.26     | 0.00%             | 2028-08-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| EXP-IMP IMB                           | Export-Import Bank of the United States                                         | CUSIP: 302155AU0<br>LEI: 549300NMMHVYCBECJ059 | Long             | DBT              | USGSE             | US        |         225 | PA      | $215.93        | 0.00%             | 2025-05-03      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1925000.00    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $29791624.20   | 0.28%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8425000 | PA      | $7811456.54    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                             | CUSIP: 64828EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $764292.20     | 0.01%             | 2059-09-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                             | CUSIP: 682142AA2<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    21300000 | PA      | $20592152.01   | 0.19%             | 2024-05-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Student Loan Trust                                                      | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1287565 | PA      | $1257181.37    | 0.01%             | 2059-12-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1042003 | PA      | $860964.33     | 0.01%             | 2050-05-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1770000 | PA      | $1751546.51    | 0.02%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                  | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     4430000 | PA      | $3882675.27    | 0.04%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2250000 | PA      | $1590693.08    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13835000 | PA      | $13190404.66   | 0.12%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       34764 | PA      | $34420.60      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2083054.50    | 0.02%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                            | CUSIP: BN9181759<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $353610.81     | 0.00%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman Loan Advisers Clo 43 Ltd                                       | CUSIP: 64134AAC6<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $961195.00     | 0.01%             | 2035-07-17      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5437216 | PA      | $4180776.75    | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2576122 | PA      | $1980827.94    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $576721.81     | 0.01%             | 2028-05-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL               | Japan Finance Organization for Municipalities                                   | CUSIP: JK3182835<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   140000000 | PA      | $1062216.45    | 0.01%             | 2026-03-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1870000 | PA      | $1731410.93    | 0.02%             | 2041-11-25      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1054000 | PA      | $1046324.03    | 0.01%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2918688.73    | 0.03%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                            | JD.com, Inc                                                                     | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      350000 | PA      | $305987.55     | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | United Kingdom Gilt                                                             | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2450000 | PA      | $2230162.52    | 0.02%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1295807.93    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1693142 | PA      | $1471119.02    | 0.01%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $767549.28     | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6161250.00    | 0.06%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $7494499.83    | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1470527.33    | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU              | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1650000 | PA      | $1538282.64    | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                   | Coca-Cola Icecek AS.                                                            | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2617683.66    | 0.02%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3737026.12    | 0.03%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District                 | CUSIP: 79772ECR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $884819.00     | 0.01%             | 2034-09-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1458000 | PA      | $1346976.22    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                        | Alpek SAB de C.V.                                                               | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2166453.54    | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6273418.54    | 0.06%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VSE VOI Mortgage LLC                  | VSE VOI Mortgage LLC                                                            | CUSIP: 918288AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1518018 | PA      | $1452578.48    | 0.01%             | 2035-03-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                 | One Bryant Park Trust                                                           | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5120000 | PA      | $4203231.23    | 0.04%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: BG6396942<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1465372.67    | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                   | PFS Financing Corp                                                              | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9000000 | PA      | $8675652.60    | 0.08%             | 2025-10-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND               | Hungary Government Bond                                                         | CUSIP: EK0121898<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   345000000 | PA      | $809183.04     | 0.01%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1025000 | PA      | $919374.37     | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG.                                                               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $426105.37     | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      187619 | PA      | $190458.30     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8984151 | PA      | $6908080.86    | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2556000 | PA      | $2434583.35    | 0.02%             | 2048-05-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                     | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3118504.75    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                  | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3425000 | PA      | $2490651.06    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO              | Korea East-West Power Co Ltd                                                    | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $2768708.64    | 0.03%             | 2025-05-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1318217.53    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                              | Visa, Inc                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3200487.36    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                | Millicom International Cellular S.A.                                            | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1175000 | PA      | $988313.72     | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| EIG PEARL HOLDINGS SARL               | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2511304.74    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC              | Diamond Sports Group LLC                                                        | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      141729 | PA      | $134672.15     | 0.00%             | 2026-05-25      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART               | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2605658.35    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2549000 | PA      | $2333014.31    | 0.02%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                     | Israel Government International Bond                                            | CUSIP: EI9396645<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3100000 | PA      | $1103375.02    | 0.01%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17326CBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000573 | PA      | $4756785.27    | 0.04%             | 2050-08-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   165655000 | PA      | $165079090.45  | 1.54%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA              | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAA4<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $199650.24     | 0.00%             | 2025-05-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US              | Avolon TLB Borrower US LLC                                                      | CUSIP: 05400KAF7<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      219375 | PA      | $216809.41     | 0.00%             | 2027-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219535 | PA      | $197605.68     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                        | Morgan Stanley                                                                  | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      173925 | NS      | $4391606.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLG Office Trust                      | SLG Office Trust                                                                | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7750000 | PA      | $6201739.10    | 0.06%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4168587 | PA      | $4111791.18    | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                           | Taurus UK DAC                                                                   | CUSIP: BCC2QWFH4<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      347448 | PA      | $394577.40     | 0.00%             | 2031-05-17      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BANCOLOMBIA SA                        | Bancolombia S.A.                                                                | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      350000 | PA      | $331527.61     | 0.00%             | 2025-01-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $922667.90     | 0.01%             | 2058-07-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg        | DBJPM Mortgage Trust                                                            | CUSIP: 23312VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7883306 | PA      | $7530220.58    | 0.07%             | 2049-08-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2062297 | PA      | $1940814.60    | 0.02%             | 2048-10-26      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY               | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1268389.75    | 0.01%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3001000 | PA      | $2910903.05    | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group plc                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5700000 | PA      | $5629785.06    | 0.05%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    34450000 | PA      | $28000670.28   | 0.26%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE               | Walt Disney Co                                                                  | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2374844.98    | 0.02%             | 2028-11-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                         | CUSIP: AU6526555<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  7750000000 | PA      | $513419.73     | 0.00%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     9188528 | PA      | $8311952.76    | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSDB Trust                            | MSDB Trust                                                                      | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2628246.00    | 0.02%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: BP5739662<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      450000 | PA      | $412657.19     | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4145682 | PA      | $572774.93     | 0.01%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    39225000 | PA      | $40466155.49   | 0.38%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $4596692.33    | 0.04%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                   | Ecuador Government International Bond (Step Bond)                               | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      141600 | PA      | $90987.70      | 0.00%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $1641119.19    | 0.02%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4081609 | PA      | $3709322.95    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                       | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2543625.72    | 0.02%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $13033463.79   | 0.12%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | Hungary Government International Bond                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1150000 | PA      | $854359.46     | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   169430000 | PA      | $168344589.06  | 1.57%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                          | HSBC USA, Inc                                                                   | CUSIP: 40434RS11<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |     8000000 | PA      | $7868700.88    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE NA                        | Capital One Bank USA NA                                                         | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    16950000 | PA      | $16920350.38   | 0.16%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIR                      | Anadolu Efes Biracilik Ve Malt Sanayii AS.                                      | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |     2600000 | PA      | $2011549.51    | 0.02%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $6156282.77    | 0.06%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG.                                                               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5575000 | PA      | $4726944.49    | 0.04%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust                                                             | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3390152 | PA      | $2815174.15    | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      703488 | PA      | $650467.61     | 0.01%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      423400 | PA      | $416476.26     | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2542990.45    | 0.02%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                            | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $2357813.35    | 0.02%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    37354739 | PA      | $5907412.91    | 0.06%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: AT7624253<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2380000000 | PA      | $1572227.13    | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                     | Hellenic Republic Government International Bond                                 | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1250000 | PA      | $1083818.07    | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                  | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4710564.82    | 0.04%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust                                                | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9000000 | PA      | $8785582.20    | 0.08%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                  | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     5788000 | PA      | $4757746.01    | 0.04%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC               | Magna International, Inc                                                        | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     4450000 | PA      | $4349470.81    | 0.04%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36250VAE2<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     1897083 | PA      | $1829692.96    | 0.02%             | 2048-10-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    18194000 | PA      | $15242483.63   | 0.14%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust                                          | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15420000 | PA      | $15018646.70   | 0.14%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $9781551.63    | 0.09%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4470237.20    | 0.04%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5373660.00    | 0.05%             | N/A             | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                       | Rolls-Royce plc                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $309562.50     | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO              | Spain Government International Bond                                             | CUSIP: BN5127343<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      625000 | PA      | $510281.12     | 0.00%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $196123.53     | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      558106 | PA      | $548274.57     | 0.01%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg        | DBJPM Mortgage Trust                                                            | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5300000 | PA      | $4110652.97    | 0.04%             | 2053-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                         | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3275743 | PA      | $2518779.46    | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| POSCO                                 | POSCO                                                                           | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $187753.52     | 0.00%             | 2027-08-04      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                | Netherlands Government International Bond                                       | CUSIP: EK0414632<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $432680.59     | 0.00%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11194809.23   | 0.10%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                   | Sirius XM Radio, Inc                                                            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2207436.75    | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia Government International Bond                                            | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1250000 | PA      | $956939.81     | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: BO9178522<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $733190.49     | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                    | Ukraine Government International Bond                                           | CUSIP: ZP6261280<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2025000 | PA      | $340374.68     | 0.00%             | 2032-01-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3266719.20    | 0.03%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3186077.88    | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $14452391.11   | 0.13%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                          | CUSIP: ZP6061227<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $427743.72     | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764XBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6078848.75    | 0.06%             | 2048-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7069468 | PA      | $5652610.69    | 0.05%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24283865 | PA      | $23948036.63   | 0.22%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1905061.40    | 0.02%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                      | French Republic Government Bond OAT                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     3400000 | PA      | $2852152.40    | 0.03%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGREE LP                              | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4176038.66    | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1024070 | PA      | $936154.15     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR               | El Salvador Government International Bond                                       | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      650000 | PA      | $284375.00     | 0.00%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY CORP                     | Weingarten Realty Investors                                                     | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2987742.16    | 0.03%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                 | Australia Government Bond                                                       | CUSIP: EI8492650<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1425000 | PA      | $1010392.03    | 0.01%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18155000 | PA      | $18407223.78   | 0.17%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| BAIDU INC                             | Baidu, Inc                                                                      | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     1550000 | PA      | $1326227.69    | 0.01%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                 | BOC Aviation USA Corp                                                           | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2847528.39    | 0.03%             | 2024-04-29      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | United Kingdom Gilt                                                             | CUSIP: QZ5541813<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      575000 | PA      | $423895.21     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                         | Parkland Fuel Corp                                                              | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $474750.00     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6802386 | PA      | $6743415.65    | 0.06%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric & Power Co                                                    | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3071366.29    | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 29429JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4421142.45    | 0.04%             | 2036-05-10      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                  | Oleoducto Central S.A.                                                          | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     1350000 | PA      | $1190967.50    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2659922.37    | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26601300 | PA      | $22478710.33   | 0.21%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR              | Anheuser-Busch InBev Worldwide, Inc                                             | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    16850000 | PA      | $16632506.94   | 0.15%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7000000 | PA      | $4947134.78    | 0.05%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                     | Kenya Government International Bond                                             | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1525000 | PA      | $1398517.83    | 0.01%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      806091 | PA      | $770281.06     | 0.01%             | 2050-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1502125 | PA      | $1330246.47    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                             | BXP Trust                                                                       | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $3456303.40    | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4589640.17    | 0.04%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30850000 | PA      | $26093556.56   | 0.24%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA REDEV AGY SUCCESSO        | San Jose Redevelopment Agency                                                   | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6360000 | PA      | $5580493.60    | 0.05%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5641397 | PA      | $4337775.28    | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | Celanese US Holdings LLC                                                        | CUSIP: BR1801132<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77790.51      | 0.00%             | 2028-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                    | Diageo Capital plc                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     8050000 | PA      | $6867415.56    | 0.06%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6635000 | PA      | $5211000.68    | 0.05%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4150000 | PA      | $3782561.91    | 0.04%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | Anglo American Capital plc                                                      | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2334243.96    | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife, Inc                                                                    | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4202363.46    | 0.04%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8234507 | PA      | $7927237.38    | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMSONITE IP HOLDINGS                 | Samsonite IP Holdings Sarl                                                      | CUSIP: L8030PAF5<br>LEI: 222100XV7DJLCY8IA009 | Long             | LON              | CORP              | LU        |      280455 | PA      | $275056.23     | 0.00%             | 2025-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                 | Cayuga Park CLO Ltd                                                             | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |     4150000 | PA      | $3992175.50    | 0.04%             | 2034-07-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC              | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $3660210.94    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2210016 | PA      | $1906617.83    | 0.02%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                             | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     6000000 | PA      | $3625007.16    | 0.03%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7377810.99    | 0.07%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | Tesco Corporate Treasury Services plc                                           | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $297655.60     | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                    | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3925000 | PA      | $3396024.92    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                 | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3277066.28    | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES              | Credit Agricole Assurances S.A.                                                 | CUSIP: BR6668346<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $236152.06     | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | Marsh & McLennan Cos, Inc                                                       | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      440000 | PA      | $427078.34     | 0.00%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                     | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $964035.17     | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                 | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              |  | KY        |     2340000 | PA      | $2271555.00    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1246289.63    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                | Power Finance Corp Ltd                                                          | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3350000 | PA      | $2932119.36    | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                   | Virgin Money UK plc                                                             | CUSIP: AS2435533<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $557619.77     | 0.01%             | 2026-04-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7775702 | PA      | $6459348.33    | 0.06%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5177731 | PA      | $4388795.14    | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $887135.68     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      480152 | PA      | $494162.03     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: ZP2080957<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1270000000 | PA      | $956397.10     | 0.01%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    10412204 | PA      | $10319939.51   | 0.10%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $5718592.85    | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Sunoco Logistics Partners Operations LP                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6066307.65    | 0.06%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12631DBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $724801.58     | 0.01%             | 2047-05-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $1570013.38    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4305000.00    | 0.04%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                | CEZ AS.                                                                         | CUSIP: ZQ7313468<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      350000 | PA      | $321564.31     | 0.00%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                           | RBS Commercial Funding, Inc Trust                                               | CUSIP: 74932BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1946500.00    | 0.02%             | 2031-03-11      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                     | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $4606138.93    | 0.04%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                         | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12236086 | PA      | $11404988.61   | 0.11%             | 2050-02-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2773059 | PA      | $2097788.39    | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    50400275 | PA      | $45940593.67   | 0.43%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6956056 | PA      | $6615918.77    | 0.06%             | 2041-12-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2929052.32    | 0.03%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                     | Southern Power Co                                                               | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500803.63     | 0.00%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                | Fairfax Financial Holdings Ltd                                                  | CUSIP: AR6731004<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $233652.48     | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                  | Canada Housing Trust No                                                         | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $933057.61     | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 2YR NOTE (CBT) Mar23                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1810 | NC      | $371191408.06  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     4398050 | PA      | $4340399.03    | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32528338 | PA      | $26655236.91   | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC              | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2G0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     7000000 | PA      | $6541297.49    | 0.06%             | 2024-11-29      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | Inter-American Development Bank                                                 | CUSIP: EK0718420<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |      500000 | PA      | $343725.66     | 0.00%             | 2024-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $7117824.66    | 0.07%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                | Cushman & Wakefield plc                                                         | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      981348 | PA      | $960671.24     | 0.01%             | 2025-08-21      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC              | Reynolds Consumer Products LLC                                                  | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |      297951 | PA      | $296018.56     | 0.00%             | 2027-02-04      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2197255 | PA      | $1809101.12    | 0.02%             | 2050-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                   | Nigeria Government International Bond                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      925000 | PA      | $765560.65     | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                        | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $1893937.92    | 0.02%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy, Inc                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $3767678.14    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1216832 | PA      | $1242658.31    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RCU6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1825000 | PA      | $1818830.95    | 0.02%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                | H&E Equipment Services, Inc                                                     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2619254.25    | 0.02%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19339909 | PA      | $17244771.08   | 0.16%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31292GHJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |         179 | PA      | $178.35        | 0.00%             | 2023-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3025706 | PA      | $2684608.39    | 0.03%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                    | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1757395.64    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                         | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150887 | PA      | $142923.55     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7375000 | PA      | $5499789.36    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9070297 | PA      | $8423886.76    | 0.08%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     2150000 | PA      | $2100915.56    | 0.02%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     9000000 | PA      | $6254836.92    | 0.06%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                | Hartford Financial Services Group, Inc                                          | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    22408000 | PA      | $19183083.22   | 0.18%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                         | Bank Hapoalim BM                                                                | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     8100000 | PA      | $6963456.60    | 0.06%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                | Hartford Financial Services Group, Inc                                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1571444.73    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                     | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3226473.64    | 0.03%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV               | Stars Group Holdings BV                                                         | CUSIP: 933MFSII9<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |     1441700 | PA      | $1424075.45    | 0.01%             | 2025-07-10      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1658897.41    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: BW2033619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1050000000 | PA      | $820148.66     | 0.01%             | 2024-06-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | L Brands, Inc                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $868022.78     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                    | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1351261.76    | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       95482 | PA      | $88571.90      | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Fun        | Gracie Point International Funding                                              | CUSIP: 38411JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6925000 | PA      | $6926013.82    | 0.06%             | 2024-07-01      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT CORP                          | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2706779.17    | 0.03%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| BELGIUM KINGDOM                       | Kingdom of Belgium Government Bond                                              | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2900000 | PA      | $2403023.60    | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                    | Camelot Finance S.A.                                                            | CUSIP: L2000AAC4<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | LU        |      282170 | PA      | $278113.45     | 0.00%             | 2026-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | Electricite de France S.A.                                                      | CUSIP: AU6699071<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $268506.51     | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CAMEROON                  | Republic of Cameroon International Bond                                         | CUSIP: BQ3349835<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      425000 | PA      | $335619.10     | 0.00%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140Q8RE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20939821 | PA      | $20630803.05   | 0.19%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES        | New York State Dormitory Authority                                              | CUSIP: 64990GJY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    10605000 | PA      | $9162306.41    | 0.09%             | 2044-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3352000 | PA      | $2549188.59    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1745995.88    | 0.02%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV                   | SABIC Capital II BV                                                             | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $247485.34     | 0.00%             | 2023-10-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8975000 | PA      | $7896040.13    | 0.07%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                      | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2875611.50    | 0.03%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384BN8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    15000000 | PA      | $14937502.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | Springleaf Finance Corp                                                         | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $449845.31     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4809047.86    | 0.04%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust        | HarborView Mortgage Loan Trust                                                  | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1752961 | PA      | $1578776.07    | 0.01%             | 2045-08-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: AP6382349<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      700000 | PA      | $691804.75     | 0.01%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE        | City of Los Angeles CA Wastewater System Revenue                                | CUSIP: 53945CHK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3995000 | PA      | $3519139.17    | 0.03%             | 2039-06-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE               | Energean Israel Finance Ltd                                                     | CUSIP: BO3321805<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2624000 | PA      | $2525600.00    | 0.02%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1853586.60    | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU              | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $187158.54     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy, Inc                                                             | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4472185.95    | 0.04%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                    | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7214075.25    | 0.07%             | 2038-12-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8102272.05    | 0.08%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ellington Loan Acquisition Tru        | Ellington Loan Acquisition Trust                                                | CUSIP: 288547AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      934439 | PA      | $917934.00     | 0.01%             | 2037-05-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                               | BPCE S.A.                                                                       | CUSIP: ZO4152757<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $278001.30     | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91758000 | PA      | $82008712.50   | 0.76%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT              | Grifols Worldwide Operations USA, Inc                                           | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300449 | PA      | $291186.63     | 0.00%             | 2027-11-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR              | Anheuser-Busch InBev Worldwide, Inc                                             | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     4720000 | PA      | $4031007.30    | 0.04%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2192447.93    | 0.02%             | 2024-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1549711 | PA      | $1535666.34    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH               | International Game Technology plc                                               | CUSIP: AZ0981300<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $508166.71     | 0.00%             | 2026-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1143719.60    | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                 | Intercorp Financial Services, Inc                                               | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     2125000 | PA      | $1870690.80    | 0.02%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HANA BANK                             | Hana Bank                                                                       | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     2880000 | PA      | $2479012.93    | 0.02%             | N/A             | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $5660878.08    | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $1812269.59    | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   116385000 | PA      | $95890328.91   | 0.89%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 3622ABHJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     4553940 | PA      | $4474836.49    | 0.04%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11662248 | PA      | $8967319.07    | 0.08%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2989984 | PA      | $2938105.56    | 0.03%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42216134 | PA      | $34599142.18   | 0.32%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER              | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $738892.82     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XHC70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11078093 | PA      | $9139962.22    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2573325 | PA      | $2245324.05    | 0.02%             | 2049-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                  | Cornerstone Building Brands, Inc                                                | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      349509 | PA      | $315245.03     | 0.00%             | 2028-04-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust         | Alen Mortgage Trust                                                             | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4283037.50    | 0.04%             | 2034-04-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | AstraZeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6543784.23    | 0.06%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2794727.10    | 0.03%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG.                                                               | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7350000 | PA      | $7366388.96    | 0.07%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37387422 | PA      | $31874555.36   | 0.30%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     4919899 | PA      | $4520664.90    | 0.04%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                             | Adobe, Inc                                                                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6267116.49    | 0.06%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                      | French Republic Government Bond OAT                                             | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1325000 | PA      | $1263002.54    | 0.01%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                | WESCO Distribution, Inc                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303892.19     | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                           | Equinix, Inc                                                                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1809851.82    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                    | CA Magnum Holdings                                                              | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $182245.61     | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2191750.00    | 0.02%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND              | Bundesrepublik Deutschland                                                      | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | CORP              | DE        |     2500000 | PA      | $2130805.43    | 0.02%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL               | Honeywell International, Inc                                                    | CUSIP: 438516BX3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514261.67     | 0.00%             | 2024-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor, Inc                                                                    | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |      496124 | PA      | $494573.90     | 0.00%             | 2027-11-08      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH              | New York State Thruway Authority                                                | CUSIP: 650009S20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6460000 | PA      | $6004283.18    | 0.06%             | 2026-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | Canadian Government International Bond                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1475000 | PA      | $1020713.07    | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                     | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3611894.63    | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $5589206.91    | 0.05%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46642EBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5172000 | PA      | $4969811.00    | 0.05%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC              | Prudential Financial, Inc                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3526250.00    | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                | Chubb INA Holdings, Inc                                                         | CUSIP: AZ1508110<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      450000 | PA      | $385761.53     | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $5733256.18    | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                      | SLG Office Trust                                                                | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26865000 | PA      | $20056444.55   | 0.19%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1644313.63    | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners              | OHA Credit Funding 6 Ltd                                                        | CUSIP: 67098UAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2250000 | PA      | $2185332.75    | 0.02%             | 2034-07-20      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3649724.96    | 0.03%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20750000 | PA      | $15062897.27   | 0.14%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30200000 | PA      | $30868803.16   | 0.29%             | 2042-05-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                           | PolyOne Corp                                                                    | CUSIP: 73179YAK3<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | LON              | CORP              | US        |      437596 | PA      | $436994.02     | 0.00%             | 2026-01-30      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672944 | PA      | $556507.41     | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | BMARK AS                                                                        | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $7407228.85    | 0.07%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                | Open Text Holdings, Inc                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $441190.75     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    54629614 | PA      | $53874126.43   | 0.50%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                         | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5776468 | PA      | $4948115.13    | 0.05%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER              | Sociedad Quimica y Minera de Chile S.A.                                         | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     3225000 | PA      | $2371785.68    | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| DB Master Finance LLC                 | DB Master Finance LLC                                                           | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     8039925 | PA      | $7455864.65    | 0.07%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $482766.92     | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric & Power Co                                                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     8879000 | PA      | $8364791.98    | 0.08%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3924995.21    | 0.04%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45131 | PA      | $37897.95      | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust                                                                 | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5275632 | PA      | $4979631.85    | 0.05%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P4L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3940000 | PA      | $3686099.70    | 0.03%             | 2026-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KFW                                   | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: BN5949316<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     7800000 | PA      | $346720.04     | 0.00%             | 2025-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV               | European Bank for Reconstruction & Development                                  | CUSIP: BG3727990<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |      200000 | PA      | $166278.58     | 0.00%             | 2023-02-28      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| WRKCO INC                             | WRKCo, Inc                                                                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3456302.18    | 0.03%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                          | Stryker Corp                                                                    | CUSIP: AV5130316<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      450000 | PA      | $439079.32     | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN              | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     1360000 | PA      | $1338154.13    | 0.01%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6479284.97    | 0.06%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                               | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |      926908 | PA      | $921221.69     | 0.01%             | 2026-07-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo        | Merrill Lynch Mortgage Investors Trust                                          | CUSIP: 59020U4M4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550429 | PA      | $514368.57     | 0.00%             | 2037-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $994294.31     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18721978.40   | 0.17%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2511347.40    | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                 | Grupo Bimbo SAB de C.V.                                                         | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2111258.30    | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1931694.25    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3248194.38    | 0.03%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4105000 | PA      | $3203170.21    | 0.03%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3750000 | PA      | $3282315.41    | 0.03%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                 | University of Chicago                                                           | CUSIP: 91412NAJ9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | MUN               | US        |    21000000 | PA      | $17996277.60   | 0.17%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    16775000 | PA      | $16931235.64   | 0.16%             | 2042-07-25      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN              | Hilton Domestic Operating Co, Inc                                               | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121250.00     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC              | National Retail Properties, Inc                                                 | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $576504.29     | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      925000 | PA      | $797068.02     | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORP                           | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $7957873.69    | 0.07%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $4809375.00    | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                | Church & Dwight Co, Inc                                                         | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5260330.91    | 0.05%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000FAU0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     6715181 | PA      | $6428384.66    | 0.06%             | 2048-07-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust          | Olympic Tower Mortgage Trust                                                    | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5434000 | PA      | $4729885.65    | 0.04%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                        | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2420347.19    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1852109.60    | 0.02%             | 2048-08-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    31100000 | PA      | $32562440.18   | 0.30%             | 2042-06-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust                                                             | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15315801 | PA      | $11700322.58   | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT International Finance plc                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9261612.40    | 0.09%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Bemis Co, Inc                                                                   | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      852000 | PA      | $790051.91     | 0.01%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    40088866 | PA      | $32745797.65   | 0.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2444105.13    | 0.02%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu        | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2806585.80    | 0.03%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2101680.67    | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5145000 | PA      | $4989645.13    | 0.05%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3477736 | PA      | $3447594.94    | 0.03%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1707237 | PA      | $1728799.14    | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61765DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2795000 | PA      | $2674788.73    | 0.02%             | 2048-05-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                              | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      176190 | PA      | $174747.20     | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                 | University of New Mexico                                                        | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |    20000000 | PA      | $18278878.00   | 0.17%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     8425000 | PA      | $7910577.34    | 0.07%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru        | SMB Private Education Loan Trust                                                | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     4901094 | PA      | $4697921.48    | 0.04%             | 2034-09-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5600000 | PA      | $4663051.29    | 0.04%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD               | ENN Energy Holdings Ltd                                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |     4300000 | PA      | $3480771.87    | 0.03%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                              | Dana, Inc                                                                       | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $208713.60     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana, Inc                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      350000 | PA      | $318383.13     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6200000 | PA      | $5181994.35    | 0.05%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2225363.97    | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                       | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      725000 | PA      | $683693.13     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                  | Bank Leumi Le-Israel BM                                                         | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     6300000 | PA      | $5573925.00    | 0.05%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2432124.72    | 0.02%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92938JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3639052 | PA      | $3576388.53    | 0.03%             | 2046-03-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                          | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3300000 | PA      | $2180285.09    | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5668006 | PA      | $4910492.92    | 0.05%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1894437 | PA      | $1861197.90    | 0.02%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1337601 | PA      | $1367521.82    | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    30950000 | PA      | $24391419.24   | 0.23%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340105 | PA      | $338247.62     | 0.00%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                             | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3000000 | PA      | $2866429.98    | 0.03%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Frost CMBS                            | Frost CMBS DAC                                                                  | CUSIP: BCC3320N6<br>LEI: 635400USRLUMX8CQN243 | Long             | ABS-MBS          | CORP              | IE        |      900000 | PA      | $969902.10     | 0.01%             | 2033-11-20      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE              | Petrobras Global Finance BV                                                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1192920.00    | 0.01%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ASPLUNDH TREE EXPERT LLC              | Asplundh Tree Expert LLC                                                        | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1248986 | PA      | $1248461.76    | 0.01%             | 2027-09-07      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      513787 | PA      | $460481.62     | 0.00%             | 2027-04-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                       | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3100000 | PA      | $2373031.93    | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank                                                           | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    11700000 | PA      | $11562832.59   | 0.11%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   289666400 | PA      | $295595509.13  | 2.75%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592MBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5205000 | PA      | $5006050.85    | 0.05%             | 2047-10-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    36375000 | PA      | $33652723.74   | 0.31%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4470848.50    | 0.04%             | 2050-05-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7615696 | PA      | $6089364.20    | 0.06%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4100000 | PA      | $2778948.55    | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1546507.76    | 0.01%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                  | CUSIP: 36254JAG0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2135578.00    | 0.02%             | 2037-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Sunoco Logistics Partners Operations LP                                         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      775000 | PA      | $656469.49     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    11490000 | PA      | $11740206.24   | 0.11%             | 2042-09-25      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | Intesa Sanpaolo S.p.A                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $146941.59     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic Government International Bond                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3500000 | PA      | $2905213.71    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                  | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1700000 | PA      | $1156520.01    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust                                       | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5542667 | PA      | $4792232.27    | 0.04%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                       | Xcel Energy, Inc                                                                | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $1957086.05    | 0.02%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                       | Spin Holdco, Inc                                                                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      552563 | PA      | $468849.68     | 0.00%             | 2028-03-04      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                      | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3000000 | PA      | $2188063.83    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $9622550.78    | 0.09%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                   | 20 TSQ GROUNDCO LLC                                                             | CUSIP: 90137LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $10298949.60   | 0.10%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                   | BWAY Mortgage Trust                                                             | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $1812439.64    | 0.02%             | 2044-02-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    40317199 | PA      | $35554523.07   | 0.33%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1225000000 | PA      | $864400.15     | 0.01%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                       | Antofagasta plc                                                                 | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1961589.60    | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2700000 | PA      | $1794690.00    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI              | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1950000 | PA      | $1402159.20    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust                                          | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3690000 | PA      | $3520914.61    | 0.03%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      649819 | PA      | $569747.02     | 0.01%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1563039.84    | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5330491.20    | 0.05%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust                                                                 | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1303624 | PA      | $1273931.44    | 0.01%             | 2034-12-20      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                 | Republic Services, Inc                                                          | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     3771000 | PA      | $3512714.74    | 0.03%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20120000 | PA      | $17748040.73   | 0.17%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17710005 | PA      | $14160580.08   | 0.13%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2022240 | PA      | $1578399.47    | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     3082816 | PA      | $2617792.08    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust                                                            | CUSIP: 07332VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4204301 | PA      | $4021745.04    | 0.04%             | 2050-02-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1239020.24    | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $2893507.31    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC               | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     8850000 | PA      | $5556016.99    | 0.05%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge, Inc                                                                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2950000 | PA      | $2002270.14    | 0.02%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3156436.04    | 0.03%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO               | Korea Electric Power Corp                                                       | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     6975000 | PA      | $6318094.50    | 0.06%             | 2025-06-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                | AngloGold Ashanti Holdings plc                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     4300000 | PA      | $3748334.42    | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $3432955.81    | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                   | Rocket Software, Inc                                                            | CUSIP: 77313DAN1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      706773 | PA      | $681241.13     | 0.01%             | 2025-11-28      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group plc                                                        | CUSIP: BP9627632<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $506018.15     | 0.00%             | 2031-12-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4389008 | PA      | $4191874.69    | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL        | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28146375 | PA      | $23408833.45   | 0.22%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $9753515.77    | 0.09%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                      | Peruvian Government International Bond                                          | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3515000 | PA      | $742291.53     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST        | ACRE Commercial Mortgage Ltd                                                    | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1892610 | PA      | $1875428.01    | 0.02%             | 2037-12-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BANCOLOMBIA SA                        | Bancolombia S.A.                                                                | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     2650000 | PA      | $2325375.00    | 0.02%             | 2029-12-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS              | Alliance Laundry Systems LLC                                                    | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     1184817 | PA      | $1163193.87    | 0.01%             | 2027-10-08      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5358195.21    | 0.05%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| KOMMUNINVEST I SVERIGE                | Kommuninvest I Sverige AB                                                       | CUSIP: 50046PBY0<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      800000 | PA      | $777634.74     | 0.01%             | 2024-07-03      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17465972 | PA      | $16812387.84   | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                         | CIMB Bank Bhd                                                                   | CUSIP: 12570RAA3<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |     4200000 | PA      | $3675799.97    | 0.03%             | 2027-07-20      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: ZS0616848<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      700000 | PA      | $519026.28     | 0.00%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC              | Magallanes, Inc                                                                 | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    18225000 | PA      | $13943623.10   | 0.13%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES        | University of California                                                        | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10230000 | PA      | $10056924.77   | 0.09%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL HSG AUTH                   | Chicago Housing Authority                                                       | CUSIP: 16753QAY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2975000 | PA      | $2894741.05    | 0.03%             | 2025-01-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    25006714 | PA      | $21353320.45   | 0.20%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LS GROUP OPCO ACQUISITIO              | LS GROUP OPCO ACQUISITIO                                                        | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      537131 | PA      | $531088.73     | 0.00%             | 2027-11-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   114025000 | PA      | $113401425.78  | 1.06%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT              | Pattern Energy Operations LP                                                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $537980.68     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SITE CENTERS CORP                     | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     2968000 | PA      | $2801175.43    | 0.03%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES        | University of California                                                        | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    17045000 | PA      | $14923161.70   | 0.14%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                         | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     9100000 | PA      | $7272753.58    | 0.07%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      285611 | PA      | $280579.66     | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                   | SVB Financial Group                                                             | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     5385000 | PA      | $3081950.20    | 0.03%             | N/A             | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                      | FCI Funding LLC                                                                 | CUSIP: 30260GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4272280 | PA      | $4172421.33    | 0.04%             | 2033-04-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11245901 | PA      | $10762048.69   | 0.10%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: BK2909236<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $381817.44     | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust                                                            | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $813179.50     | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                  | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4521000 | PA      | $3360262.23    | 0.03%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                  | RegionalCare Hospital Partners Holdings, Inc                                    | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     1468842 | PA      | $1388239.71    | 0.01%             | 2025-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764PBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      906556 | PA      | $836928.63     | 0.01%             | 2046-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC              | Ontario Teachers' Finance Trust                                                 | CUSIP: 68329AAC2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    15000000 | PA      | $14211041.85   | 0.13%             | 2024-09-12      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife, Inc                                                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1665911.14    | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /              | Albion Financing 1 SARL                                                         | CUSIP: BR9345488<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $929682.12     | 0.01%             | 2026-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                          | ELP Commercial Mortgage Trust                                                   | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6664427.70    | 0.06%             | 2038-11-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG         | University of Massachusetts Building Authority                                  | CUSIP: 914437UR7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     7620000 | PA      | $6067996.50    | 0.06%             | 2035-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust                                       | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3209827 | PA      | $2880741.91    | 0.03%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                       | CUSIP: ZN5738366<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409239.35     | 0.00%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                | AmeriGas Partners LP                                                            | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $997194.86     | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOU              | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAD8<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3622198.59    | 0.03%             | 2037-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2882217.36    | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                             | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6150000 | PA      | $4861501.69    | 0.05%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORP                         | McKesson Corp                                                                   | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      500000 | PA      | $527312.60     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC              | C&W Senior Financing Designated Activity Co                                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     3000000 | PA      | $2790000.00    | 0.03%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA              | African Export-Import Bank                                                      | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |     2325000 | PA      | $2091559.00    | 0.02%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group, Inc                                               | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5926472.16    | 0.06%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                | Oman Government International Bond                                              | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1100000 | PA      | $1103680.62    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM MORTGAGE TRUST                                                             | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2370896.58    | 0.02%             | 2051-05-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $5205271.66    | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANAL BARGE CO                        | Canal Barge Co, Inc                                                             | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |     2911000 | PA      | $2853976.13    | 0.03%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                | CHL Mortgage Pass-Through Trust                                                 | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355859 | PA      | $353131.83     | 0.00%             | 2035-02-20      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND               | Romanian Government International Bond                                          | CUSIP: BJ2220298<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6075000 | PA      | $1286414.09    | 0.01%             | 2023-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                 | Australia Government Bond                                                       | CUSIP: LW0207677<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1925000 | PA      | $1213100.15    | 0.01%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                       | Kingdom of Belgium Government Bond                                              | CUSIP: AN7110397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3950000 | PA      | $3320524.79    | 0.03%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH               | International Game Technology plc                                               | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     1610000 | PA      | $1619804.90    | 0.02%             | 2025-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust           | Diamond Resorts Owner Trust                                                     | CUSIP: 252722AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2883983 | PA      | $2818730.39    | 0.03%             | 2032-02-20      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL               | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1755545.82    | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust          | WinWater Mortgage Loan Trust                                                    | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      255705 | PA      | $197452.49     | 0.00%             | 2044-06-20      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                        | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3500000 | PA      | $3054572.29    | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                 | Japan Government Thirty Year Bond                                               | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   220000000 | PA      | $1568500.01    | 0.01%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                 | Japan Government Ten Year Bond                                                  | CUSIP: ZP3165708<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   162000000 | PA      | $1205626.44    | 0.01%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                | Brazilian Government International Bond                                         | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2900000 | PA      | $2776742.05    | 0.03%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust                                                   | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1660946.18    | 0.02%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB Finance Ltd                                                                 | CUSIP: BN6735318<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     8000000 | PA      | $1098889.16    | 0.01%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1582400 | PA      | $1608042.92    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575000 | PA      | $1499622.55    | 0.01%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource, Inc                                                                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    20060000 | PA      | $15292222.25   | 0.14%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC               | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $10275427.88   | 0.10%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL              | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3000000 | PA      | $524861.27     | 0.00%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10794084 | PA      | $10324151.03   | 0.10%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN              | Banco BTG Pactual S.A.                                                          | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     2800000 | PA      | $2544500.00    | 0.02%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                   | Dow Chemical Co                                                                 | CUSIP: 260543CZ4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      500000 | PA      | $465033.94     | 0.00%             | 2027-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3130000 | PA      | $3108511.92    | 0.03%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30060712 | PA      | $25627969.06   | 0.24%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cassia S.r.l.                         | Cassia SRL                                                                      | CUSIP: BCC35W5M5<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      595590 | PA      | $590671.94     | 0.01%             | 2034-05-22      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | Charles Schwab Corp                                                             | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6846000.00    | 0.06%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                            | Pfizer, Inc                                                                     | CUSIP: AQ4399426<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175938.02     | 0.00%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms, Inc                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3575928.29    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA Bancomer S.A.                                                              | CUSIP: 05533UAE8<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $292731.33     | 0.00%             | 2029-11-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4519633 | PA      | $3613811.45    | 0.03%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $2525760.73    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12825000 | PA      | $12333063.78   | 0.11%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE S.A.                                                                       | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      449000 | PA      | $436970.80     | 0.00%             | 2024-07-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | Republic of South Africa Government International Bond                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $180627.34     | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1755039 | PA      | $1822981.65    | 0.02%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu        | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $7037124.30    | 0.07%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2750705.64    | 0.03%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES               | Philippine Government International Bond                                        | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2645000 | PA      | $2252649.03    | 0.02%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7199198 | PA      | $6685385.44    | 0.06%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                  | IHO Verwaltungs GmbH                                                            | CUSIP: QZ5113407<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $371206.19     | 0.00%             | 2026-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                     | Ghana Government International Bond                                             | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2325000 | PA      | $832001.25     | 0.01%             | 2032-03-26      | Fixed         | 8.12%                 | Yes           |                  3 | On Loan: No      |
| ENA MASTER TRUST                      | ENA Master Trust                                                                | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     3800000 | PA      | $2659946.61    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                   | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1925000 | PA      | $1914728.08    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1474601.10    | 0.01%             | 2023-10-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                 | Cablevision Lightpath LLC                                                       | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      303788 | PA      | $291447.68     | 0.00%             | 2027-11-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $5431363.60    | 0.05%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9417237.17    | 0.09%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST               | Mexico Remittances Funding Fiduciary Estate Management Sarl                     | CUSIP: 593035AA6<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |     3260000 | PA      | $2901400.00    | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12626BAQ7<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1964440.00    | 0.02%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    18750000 | PA      | $17980257.75   | 0.17%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8573355 | PA      | $8012067.29    | 0.07%             | 2048-06-15      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| ADIENT US LLC                         | Adient US LLC                                                                   | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |      590124 | PA      | $584868.96     | 0.01%             | 2028-04-10      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp            | Fixed Income Clearing Corp (FICC)                                               | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   211510000 | PA      | $211510000.00  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                       | Impac CMB Trust                                                                 | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303817 | PA      | $283632.21     | 0.00%             | 2035-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                | Emirate of Dubai Government International Bonds                                 | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     1425000 | PA      | $1018697.80    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      313192 | PA      | $309320.32     | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1158391 | PA      | $1014288.99    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                   | Alfa Desarrollo S.p.A                                                           | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     3985419 | PA      | $3027447.20    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                        | Merck & Co, Inc                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $2689259.52    | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                  | TTM Technologies, Inc                                                           | CUSIP: 87305VAH3<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |      551472 | PA      | $552618.76     | 0.01%             | 2024-09-28      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     3300000 | PA      | $2650869.28    | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: ZQ8043700<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    47400000 | PA      | $6962994.61    | 0.06%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                | Blackstone Private Credit Fund                                                  | CUSIP: BS1707949<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      400000 | PA      | $349250.25     | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | Volkswagen Bank GmbH                                                            | CUSIP: AW8992017<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $299476.52     | 0.00%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING LLC                | Prudential Funding LLC                                                          | CUSIP: 744331AF6<br>LEI: 1DG4ZOS0QLU53YYD8O46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3021282.87    | 0.03%             | 2023-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4801804.35    | 0.04%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9952000 | PA      | $9193707.36    | 0.09%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE          | Illinois Finance Authority                                                      | CUSIP: 45204ED47<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     5080000 | PA      | $3875768.73    | 0.04%             | 2047-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3303636.46    | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                     | CUSIP: 05591F2A7<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    12400000 | PA      | $12227371.29   | 0.11%             | 2023-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                    | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4832579.50    | 0.05%             | 2038-12-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                     | Lithia Motors, Inc                                                              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      875000 | PA      | $789197.19     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: AS1417375<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $813789.96     | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                      | Black Hills Corp                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6189946.78    | 0.06%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D              | Banque Ouest Africaine de Developpement                                         | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     3650000 | PA      | $2939604.59    | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                 | Palmer Square CLO Ltd                                                           | CUSIP: 69689QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     8000000 | PA      | $7748792.00    | 0.07%             | 2035-04-20      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                      | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      500000 | PA      | $462227.36     | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                                 | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       29416 | PA      | $27939.77      | 0.00%             | 2048-05-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                 | Republic of Guatemala                                                           | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $401470.92     | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9042928 | PA      | $8394703.76    | 0.08%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN              | Magellan Midstream Partners LP                                                  | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $4645186.59    | 0.04%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2910849 | PA      | $2871189.56    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4061186 | PA      | $3885094.36    | 0.04%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17398562 | PA      | $15822381.85   | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                      | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2070000 | PA      | $1756700.74    | 0.02%             | 2059-11-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4237091.37    | 0.04%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW LLC                                                                         | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4259715 | PA      | $3889663.05    | 0.04%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                 | Texas Instruments, Inc                                                          | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1946803.19    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26721000 | PA      | $23426801.72   | 0.22%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11925000 | PA      | $9625634.26    | 0.09%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                            | Vonovia SE                                                                      | CUSIP: BP9476923<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $315213.21     | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP              | Sumitomo Mitsui Financial Group, Inc                                            | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7800000 | PA      | $7107106.58    | 0.07%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| WCG PURCHASER CORP                    | Da Vinci Purchaser Corp                                                         | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     1587991 | PA      | $1450367.97    | 0.01%             | 2027-01-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1348708 | PA      | $1327121.93    | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2137842 | PA      | $1842916.14    | 0.02%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia International Bond                                                       | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3450000 | PA      | $2479907.37    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40200000 | PA      | $39358312.50   | 0.37%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                            | Humana, Inc                                                                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5991176.13    | 0.06%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XFTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9844158 | PA      | $8381917.21    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                | Brazilian Government International Bond                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      750000 | PA      | $650876.19     | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PORT OF CORPUS CHRISTI TX AUTH        | Port of Corpus Christi Authority of Nueces County                               | CUSIP: 733911BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $965820.60     | 0.01%             | 2025-12-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                 | Rio Oil Finance Trust                                                           | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2255680 | PA      | $2278236.80    | 0.02%             | 2028-04-06      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6150000 | PA      | $4650395.99    | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                  | Natura Cosmeticos S.A.                                                          | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     2525000 | PA      | $2060425.25    | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Citigroup Global Markets, Inc         | CDX-NAIGS39V1-5 Year Index                                                      | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2491021.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    19850000 | PA      | $19228071.71   | 0.18%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                           | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     9225000 | PA      | $8099550.00    | 0.08%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD               | Lions Gate Capital Holdings LLC                                                 | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |      620383 | PA      | $594016.44     | 0.01%             | 2025-03-24      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                | Export-Import Bank of India                                                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2000000 | PA      | $1848981.62    | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddiemac Strip                      | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 31325VDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4043980 | PA      | $354896.68     | 0.00%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                     | CUSIP: 05591F2N9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     5000000 | PA      | $4898128.40    | 0.05%             | 2024-08-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT               | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3184468.61    | 0.03%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | Canadian Government Bond                                                        | CUSIP: 135087P40<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1650000 | PA      | $1196091.58    | 0.01%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale S.A.                                                           | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4125000 | PA      | $2791134.39    | 0.03%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust                                                          | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2291782.10    | 0.02%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                         | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9393685 | PA      | $7222978.83    | 0.07%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                 | Jamaica Government International Bond                                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     2850000 | PA      | $3203243.05    | 0.03%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                              | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1267079 | PA      | $1240772.13    | 0.01%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $856430.00     | 0.01%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BXP Trust                             | BXP Trust                                                                       | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3755199.00    | 0.03%             | 2044-01-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REVENUE         | State of Illinois                                                               | CUSIP: 452227GG0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    10500000 | PA      | $9719317.65    | 0.09%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                    | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3501897.47    | 0.03%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                | Cia Cervecerias Unidas S.A.                                                     | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     3875000 | PA      | $3268252.50    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2375000 | PA      | $2288522.69    | 0.02%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      803341 | PA      | $790090.70     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3180826 | PA      | $2850421.97    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3500000 | PA      | $2699114.64    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30710000 | PA      | $23954999.53   | 0.22%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                   | DT Auto Owner Trust                                                             | CUSIP: 23344GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3839991.60    | 0.04%             | 2026-10-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $7567831.76    | 0.07%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     1300000 | PA      | $915981.54     | 0.01%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg        | DBJPM Mortgage Trust                                                            | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8886397 | PA      | $8450349.32    | 0.08%             | 2050-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP              | Olympus Water US Holding Corp                                                   | CUSIP: BR5436398<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      250000 | PA      | $216646.00     | 0.00%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $4858507.97    | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6155000 | PA      | $5172844.74    | 0.05%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                    | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1895000 | PA      | $1947021.09    | 0.02%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4323682.42    | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $8174951.27    | 0.08%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4595770 | PA      | $4085751.84    | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                    | Panama Government International Bond                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2025000 | PA      | $1461657.15    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5060000 | PA      | $4225090.69    | 0.04%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      455335 | PA      | $461851.90     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife, Inc                                                                    | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    11820000 | PA      | $10977825.00   | 0.10%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COTY INC                              | Coty, Inc                                                                       | CUSIP: BP9627566<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      750000 | PA      | $745195.36     | 0.01%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36761632 | PA      | $30097166.46   | 0.28%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2751397 | PA      | $2572081.25    | 0.02%             | 2046-12-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4520672 | PA      | $3769096.51    | 0.04%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2627386 | PA      | $2020245.76    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                        | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2693263.98    | 0.03%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                        | Grupo Aval Ltd                                                                  | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     3325000 | PA      | $2693352.31    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                   | Senegal Government International Bond                                           | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1000000 | PA      | $704159.23     | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group Funding Guernsey Ltd                                        | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7700000 | PA      | $7497875.00    | 0.07%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11181634.44   | 0.10%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I        | BRE Grand Islander Timeshare Issuer LLC                                         | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2096607 | PA      | $1969092.97    | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                        | Alpek SAB de C.V.                                                               | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     1925000 | PA      | $1746937.50    | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE              | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1654850.25    | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4596057 | PA      | $4349768.78    | 0.04%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV              | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $1759773.38    | 0.02%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5371633.91    | 0.05%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL               | Japan Finance Organization for Municipalities                                   | CUSIP: 471068AR7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     2500000 | PA      | $2283676.25    | 0.02%             | 2025-05-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12675000 | PA      | $9695413.35    | 0.09%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 96221QAE3<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1029749.07    | 0.01%             | 2046-12-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Student Loan Trust                                                      | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2697756 | PA      | $2548525.53    | 0.02%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | Roper Technologies, Inc                                                         | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2537871.57    | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET              | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAL6<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2898165.48    | 0.03%             | 2029-11-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      231941 | PA      | $245096.31     | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1439166 | PA      | $1203188.79    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO              | Spain Government International Bond                                             | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1475000 | PA      | $1325069.85    | 0.01%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                   | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2898700.17    | 0.03%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1065347.76    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BM0807123<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      425000 | PA      | $252580.50     | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  3 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC              | Virgin Media Bristol LLC                                                        | CUSIP: BL3183086<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1642000 | PA      | $1617517.78    | 0.02%             | 2028-01-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                        | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $2695770.63    | 0.03%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    10451641 | PA      | $10003760.77   | 0.09%             | 2049-10-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                  | DBUBS Mortgage Trust                                                            | CUSIP: 23305JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17410000 | PA      | $16383332.30   | 0.15%             | 2034-10-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | The Procter & Gamble Company                                                    | CUSIP: AV2317155<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      600000 | PA      | $614256.70     | 0.01%             | 2024-10-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14100000 | PA      | $9034667.21    | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru        | SMB Private Education Loan Trust                                                | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |     2938788 | PA      | $2808428.69    | 0.03%             | 2032-02-17      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                       | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6257961.47    | 0.06%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                  | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3000000 | PA      | $2107620.00    | 0.02%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2505322.55    | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                           | SREIT Trust                                                                     | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4819830.50    | 0.04%             | 2036-11-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64972C5U3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $981557.20     | 0.01%             | 2024-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                            | FNA VI LLC                                                                      | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6173351 | PA      | $5614628.70    | 0.05%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $560542.84     | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8089907.54    | 0.08%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                   | PFS Financing Corp                                                              | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9861000 | PA      | $9303529.07    | 0.09%             | 2026-02-15      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Madison Avenue Trust                  | MAD Mortgage Trust                                                              | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3734654.40    | 0.03%             | 2034-08-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2249715.50    | 0.02%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $581819.18     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | Targa Resources Partners LP                                                     | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $427694.48     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | Waste Management, Inc                                                           | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $1573041.97    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group Funding Guernsey Ltd                                        | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     8825000 | PA      | $7942849.38    | 0.07%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust        | Shellpoint Co-Originator Trust                                                  | CUSIP: 82280RAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      460202 | PA      | $403593.24     | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND              | Bundesrepublik Deutschland                                                      | CUSIP: AP1154040<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      135000 | PA      | $111176.20     | 0.00%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 3620A56G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      853678 | PA      | $868847.15     | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $806330.20     | 0.01%             | 2049-11-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   113970732 | PA      | $109706060.91  | 1.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corporati        | Asset Backed Funding Corp NIM Trust                                             | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       74236 | PA      | $0.74          | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592888 | PA      | $527754.86     | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | United Kingdom Gilt                                                             | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      275000 | PA      | $210739.41     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                       | Kingdom of Belgium Government Bond                                              | CUSIP: BH4726262<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1875000 | PA      | $1750645.68    | 0.02%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                   | Honduras Government International Bond                                          | CUSIP: 438180AH4<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1775000 | PA      | $1561675.65    | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group, Inc                                                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $8916935.09    | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5110380 | PA      | $4215193.33    | 0.04%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8454722 | PA      | $6500992.75    | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10092692 | PA      | $7760458.79    | 0.07%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36254KAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4844000 | PA      | $4060908.79    | 0.04%             | 2050-11-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY              | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     5280000 | PA      | $5244520.99    | 0.05%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                      | Iraq Government International Bond                                              | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     1409375 | PA      | $1297395.18    | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge, Inc                                                                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    12968000 | PA      | $11306230.16   | 0.11%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                           | State of Illinois                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    27150000 | PA      | $26086043.09   | 0.24%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51995000 | PA      | $42696831.90   | 0.40%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                    | Morocco Government International Bond                                           | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     4050000 | PA      | $3467684.03    | 0.03%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                          | TICP CLO VIII Ltd                                                               | CUSIP: 87248WAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     7000000 | PA      | $6749673.00    | 0.06%             | 2034-10-20      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CORNING INC                           | Corning, Inc                                                                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $988524.52     | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                    | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1249132 | PA      | $1220190.85    | 0.01%             | 2028-12-26      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| PHOSAGRO(PHOS BOND FUND)              | Phosagro OAO Via Phosagro Bond Funding DAC                                      | CUSIP: 71922LAD1<br>LEI: 635400F8A3KGJIIBIK95 | Long             | DBT              | CORP              | IE        |     1475000 | PA      | $958750.00     | 0.01%             | 2028-09-16      | Fixed         | 2.60%                 | Yes           |                  3 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12625KAM7<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |     4197221 | PA      | $4123253.79    | 0.04%             | 2046-06-10      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | The Procter & Gamble Company                                                    | CUSIP: AV2317205<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      400000 | PA      | $355874.10     | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GLOBAL SUKUK                 | Pakistan Global Sukuk Programme Co Ltd                                          | CUSIP: 69583PAA2<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | CORP              | PK        |      275000 | PA      | $143379.50     | 0.00%             | 2029-01-31      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 3620A56P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      445122 | PA      | $449913.04     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                 | Hanwha Life Insurance Co Ltd                                                    | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $2491603.02    | 0.02%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2176752.60    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1844156 | PA      | $1528512.40    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Treasury Discount Bill          | Japan Treasury Discount Bill                                                    | CUSIP: ZN7337969<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   238000000 | PA      | $1814128.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68948000 | PA      | $63539891.25   | 0.59%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4602367.50    | 0.04%             | 2036-07-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4466400 | PA      | $4658249.75    | 0.04%             | 2042-03-25      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| AKBANK TAS                            | Akbank T.A.S.                                                                   | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $1795235.12    | 0.02%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36251PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1797702.40    | 0.02%             | 2049-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    12881323 | PA      | $12190163.19   | 0.11%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                              | BX TRUST                                                                        | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1235704 | PA      | $1228060.04    | 0.01%             | 2039-08-15      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4740378 | PA      | $3644964.51    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3375000 | PA      | $2940127.10    | 0.03%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                                 | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      140861 | PA      | $132025.62     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6404040 | PA      | $4924185.60    | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      186582 | PA      | $176546.35     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                     | Israel Government International Bond                                            | CUSIP: AM6641311<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3200000 | PA      | $912764.97     | 0.01%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4897774.39    | 0.05%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2400000 | PA      | $2417055.24    | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman Loan Advisers CLO 31 Ltd                                       | CUSIP: 64132JAQ8<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-O            | CORP              | KY        |     8600000 | PA      | $8343401.80    | 0.08%             | 2031-04-20      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ENEL CHILE SA                         | Enel Chile S.A.                                                                 | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2923495.83    | 0.03%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                    | Diageo Capital plc                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     4500000 | PA      | $4126064.40    | 0.04%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L              | Weber-Stephen Products LLC                                                      | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      425819 | PA      | $361709.50     | 0.00%             | 2027-10-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     6000000 | PA      | $7047345.72    | 0.07%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                     | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1405094.56    | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                      | French Republic Government Bond OAT                                             | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      860000 | PA      | $486415.85     | 0.00%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4932421 | PA      | $4251713.73    | 0.04%             | 2052-05-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY INC             | Beacon Roofing Supply, Inc                                                      | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      583580 | PA      | $579203.64     | 0.01%             | 2028-05-19      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     5000000 | PA      | $3578608.95    | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $4612743.59    | 0.04%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22367875 | PA      | $17199074.78   | 0.16%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1552033.49    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding Ltd                                                                | CUSIP: 12548JAC6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-O            | CORP              | KY        |     1493086 | PA      | $1478138.57    | 0.01%             | 2030-07-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN              | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $1002368.82    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2484307.73    | 0.02%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                     | Ghana Government International Bond                                             | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1000000 | PA      | $345000.00     | 0.00%             | 2049-06-16      | Fixed         | 8.63%                 | Yes           |                  3 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4868650 | PA      | $3892878.70    | 0.04%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur        | BHG Securitization Trust                                                        | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4400000 | PA      | $3702560.84    | 0.03%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3452143 | PA      | $3256564.95    | 0.03%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL               | Dana Financing Luxembourg Sarl                                                  | CUSIP: BP4849710<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $409968.80     | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                        | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    26300000 | PA      | $24523502.85   | 0.23%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust                                                                 | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1501604 | PA      | $1454289.48    | 0.01%             | 2036-01-21      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7400000 | PA      | $7225038.84    | 0.07%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI              | Children's Hospital Medic                                                       | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    19230000 | PA      | $16913348.82   | 0.16%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2358482.21    | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12875000 | PA      | $11704343.46   | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $1483247.11    | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4457511 | PA      | $3978284.76    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO              | OCP S.A.                                                                        | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      875000 | PA      | $732879.16     | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5423306 | PA      | $5220513.20    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                    | Dominican Republic Government International Bond                                | CUSIP: 25714PEA2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8000000 | PA      | $136198.93     | 0.00%             | 2026-06-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5988335.86    | 0.06%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Atom Mortgage Securities              | Atom Mortgage Securities DAC                                                    | CUSIP: BCC31RXV9<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |      520314 | PA      | $552048.57     | 0.01%             | 2031-07-22      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41710000 | PA      | $33583067.19   | 0.31%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64972C5S8<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     1360000 | PA      | $1354130.51    | 0.01%             | 2023-05-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226977.96     | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                     | ASGN, Inc                                                                       | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      325000 | PA      | $294190.00     | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     9554054 | PA      | $9445744.21    | 0.09%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2963155 | PA      | $2866585.11    | 0.03%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU              | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | IL        |     1045000 | PA      | $944575.23     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                             | Mosaic Co                                                                       | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $932302.26     | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS              | Five Corners Funding Trust                                                      | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5526978.46    | 0.05%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                          | SK Hynix, Inc                                                                   | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     4800000 | PA      | $4159713.17    | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29350000 | PA      | $29547481.48   | 0.28%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP              | New South Wales Treasury Corp                                                   | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $339922.40     | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES              | Banco de Credito e Inversiones S.A.                                             | CUSIP: 05890MAB9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     5929000 | PA      | $4932105.65    | 0.05%             | 2031-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                            | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12600000 | PA      | $9809197.65    | 0.09%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                      | French Republic Government Bond OAT                                             | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2775000 | PA      | $1884799.91    | 0.02%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      144341 | PA      | $126875.65     | 0.00%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                                | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $874000.00     | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                       | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      594000 | PA      | $606586.86     | 0.01%             | 2027-10-20      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4776428.34    | 0.04%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7084497 | PA      | $7185955.94    | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                              | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2850540 | PA      | $2745597.22    | 0.03%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners              | OHA Credit Funding 10 Ltd                                                       | CUSIP: 67707LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     6650000 | PA      | $6434400.35    | 0.06%             | 2036-01-18      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                    | NortonLifeLock, Inc                                                             | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     1927000 | PA      | $1898499.67    | 0.02%             | 2029-09-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5830500 | PA      | $4828642.89    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                          | ELP Commercial Mortgage Trust                                                   | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4771858.00    | 0.04%             | 2038-11-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                     | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $4182369.79    | 0.04%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                             | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                      | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     8200000 | PA      | $8162411.20    | 0.08%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000GAZ7<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    10517370 | PA      | $10031517.66   | 0.09%             | 2049-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2180334.75    | 0.02%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                           | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    29304000 | PA      | $24085748.81   | 0.22%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                    | CUSIP: BU3958644<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $485503.44     | 0.00%             | 2027-02-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    31425000 | PA      | $29312355.07   | 0.27%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989AAU9<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |     1740030 | PA      | $1661375.60    | 0.02%             | 2047-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI               | Allied Universal Holdco LLC                                                     | CUSIP: BP3255380<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      250000 | PA      | $211647.09     | 0.00%             | 2028-06-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING               | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     2100000 | PA      | $1882671.00    | 0.02%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1151977.00    | 0.01%             | 2048-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES              | Hyundai Capital Services, Inc                                                   | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     3575000 | PA      | $3268472.46    | 0.03%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                      | Organon Finance  LLC                                                            | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      750000 | PA      | $649410.19     | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                               | Hungary Government International Bond                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1725000 | PA      | $1648365.24    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR           | Prime Security Services Borrower LLC                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     1819722 | PA      | $1806074.09    | 0.02%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                          | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2637315.81    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      686712 | PA      | $590230.65     | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36251FAX4<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |      626323 | PA      | $610320.41     | 0.01%             | 2048-02-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10673466 | PA      | $9562318.61    | 0.09%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | Jordan Government International Bond                                            | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      925000 | PA      | $884963.25     | 0.01%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | Equate Petrochemical BV                                                         | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     2800000 | PA      | $2436077.39    | 0.02%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    15170000 | PA      | $15491315.77   | 0.14%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| UKG INC                               | UKG, Inc                                                                        | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1165800 | PA      | $1111881.81    | 0.01%             | 2026-05-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3814585.20    | 0.04%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                        | Wynn Macau Ltd                                                                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1125000 | PA      | $1032007.50    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $3979467.25    | 0.04%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2910000 | PA      | $2385470.26    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR              | President and Fellows of Harvard College                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |    14250000 | PA      | $12212850.35   | 0.11%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                   | DBGS Mortgage Trust                                                             | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9250000 | PA      | $8831222.90    | 0.08%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | Minejesa Capital BV                                                             | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2625600.00    | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                | New Zealand Government International Bond                                       | CUSIP: BK0089494<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2485000 | PA      | $1482307.17    | 0.01%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12050000 | PA      | $11754398.44   | 0.11%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN               | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     5325000 | PA      | $3742215.05    | 0.03%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1020976 | PA      | $1040761.57    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $7977762.66    | 0.07%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Commercial Mortgage Trust                                         | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7400000 | PA      | $6613175.02    | 0.06%             | 2032-11-10      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| SAKA ENERGI INDONESIA PT              | Saka Energi Indonesia PT                                                        | CUSIP: 69371EAA3<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |     3500000 | PA      | $3339815.36    | 0.03%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                      | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1970000 | PA      | $1551677.59    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos, Inc                                                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $3783257.68    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy, Inc                                                         | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3109600.43    | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2355741.00    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                      | ENN Clean Energy International Investment Ltd                                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $174272.03     | 0.00%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                 | AIMCO CLO Series                                                                | CUSIP: 00900CAN4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-O            | CORP              | KY        |     7500000 | PA      | $7183680.00    | 0.07%             | 2034-04-20      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                | Potomac Electric Power Co                                                       | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      750000 | PA      | $902611.60     | 0.01%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     9875000 | PA      | $9282213.43    | 0.09%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance         | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     6520000 | PA      | $6398201.84    | 0.06%             | 2029-05-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9150000 | PA      | $8624030.55    | 0.08%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol S.A.                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2125000 | PA      | $1623159.68    | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2058337.97    | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    37125000 | PA      | $31688786.25   | 0.30%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31287NMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        4199 | PA      | $4192.64       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                           | SREIT Trust                                                                     | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6930000 | PA      | $6631083.46    | 0.06%             | 2036-11-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J9FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      364327 | PA      | $322636.37     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12462542 | PA      | $9964809.49    | 0.09%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12515BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3457000 | PA      | $3123450.32    | 0.03%             | 2057-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | Jordan Government International Bond                                            | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      500000 | PA      | $505600.22     | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $3023724.82    | 0.03%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                             | Colbun S.A.                                                                     | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $168487.99     | 0.00%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      350000 | PA      | $299334.00     | 0.00%             | 2025-08-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4462437.50    | 0.04%             | 2036-07-15      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18459917 | PA      | $14194173.41   | 0.13%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                         | Parkland Corp                                                                   | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |      315000 | PA      | $260662.50     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                  | Arab Petroleum Investments Corp                                                 | CUSIP: 03845EAA0<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |     3325000 | PA      | $3297168.89    | 0.03%             | 2023-09-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                      | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2000000 | PA      | $2002674.74    | 0.02%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6188509 | PA      | $5053987.39    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                   | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1525864.29    | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund               | Dryden 49 Senior Loan Fund                                                      | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     3800000 | PA      | $3690598.00    | 0.03%             | 2030-07-18      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                     | Clarios Global LP                                                               | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      618326 | PA      | $608021.80     | 0.01%             | 2026-04-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CORP LINDLEY SA                       | Corp Lindley S.A.                                                               | CUSIP: 21988VAD5<br>LEI: 549300XI785GPWS6HA82 | Long             | DBT              | CORP              | PE        |      750000 | PA      | $742316.08     | 0.01%             | 2023-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ Secured Financing BV                                                         | CUSIP: BT3367682<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $587142.04     | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $3666494.86    | 0.03%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     3170000 | PA      | $3170000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                         | State of California                                                             | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13060000 | PA      | $12318730.07   | 0.11%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                  | Last Mile Securities PE 2021 DAC                                                | CUSIP: BCC2R5UF9<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      599877 | PA      | $576394.82     | 0.01%             | 2031-08-17      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12910552 | PA      | $12825581.42   | 0.12%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5380285.54    | 0.05%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11423250 | PA      | $9219152.00    | 0.09%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH              | New York State Thruway Authority                                                | CUSIP: 650009R96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5000000 | PA      | $4747120.50    | 0.04%             | 2025-01-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7215984 | PA      | $6010105.17    | 0.06%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                           | Ivory Coast Government International Bond (Step Bond)                           | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1441973 | PA      | $1360566.66    | 0.01%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES        | University of California                                                        | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    25860000 | PA      | $24880449.06   | 0.23%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | AstraZeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $8026883.12    | 0.07%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                           | Southern Co                                                                     | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $249759.42     | 0.00%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9160000 | PA      | $8107557.22    | 0.08%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort        | Ladder Capital Commercial Mortgage Securities                                   | CUSIP: 50190DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4581053 | PA      | $4373219.91    | 0.04%             | 2050-07-12      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA              | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |     2975000 | PA      | $2350824.20    | 0.02%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003KBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5452682 | PA      | $4272215.25    | 0.04%             | 2051-08-25      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2122632 | PA      | $2094409.96    | 0.02%             | 2034-01-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| PORT OF CORPUS CHRISTI TX AUTH        | Port of Corpus Christi Authority of Nueces County                               | CUSIP: 733911BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1464802.05    | 0.01%             | 2024-12-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36250PAH8<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     7400000 | PA      | $6922821.36    | 0.06%             | 2048-07-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                        | j2 Global, Inc                                                                  | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1195652.34    | 0.01%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                          | CUSIP: BO9736303<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $342548.99     | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH              | New York State Thruway Authority                                                | CUSIP: 650009S38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4750000 | PA      | $4322596.90    | 0.04%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District                 | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1510544.00    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1307184 | PA      | $1278111.72    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $172186.85     | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO               | Panama Notas del Tesoro                                                         | CUSIP: ZS1514182<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3150000 | PA      | $2962606.50    | 0.03%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     9500000 | PA      | $8271230.10    | 0.08%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp       | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |      470597 | NS      | $955311.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMUNITY PRESERVATION C              | Community Preservation Corp                                                     | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5282315.50    | 0.05%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| PORT OF CORPUS CHRISTI TX AUTH        | Port of Corpus Christi Authority of Nueces County                               | CUSIP: 733911BP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3400000 | PA      | $3362872.00    | 0.03%             | 2023-12-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38382DUC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7864223 | PA      | $915681.80     | 0.01%             | 2050-03-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                   | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2619158.95    | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                                | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $4076106.65    | 0.04%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: BO9153574<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2400000000 | PA      | $1648803.30    | 0.02%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                  | Rackspace Technology Global, Inc                                                | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |      492494 | PA      | $310298.22     | 0.00%             | 2028-02-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6971580.15    | 0.06%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4780500.00    | 0.04%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4570899.36    | 0.04%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus        | CFCRE Commercial Mortgage Trust                                                 | CUSIP: 12531YAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      894666 | PA      | $828764.11     | 0.01%             | 2058-05-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle International Corp                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1418658.17    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                             | Aptiv plc                                                                       | CUSIP: EK7591838<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      300000 | PA      | $304430.40     | 0.00%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun        | Bayview MSR Opportunity Master Fund Trust                                       | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6864387 | PA      | $5488631.91    | 0.05%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU              | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2802583.14    | 0.03%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                               | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $12694124.44   | 0.12%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      753794 | PA      | $748352.53     | 0.01%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                          | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6144537.35    | 0.06%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7432589 | PA      | $6951663.63    | 0.06%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      311638 | PA      | $287997.87     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1075000 | PA      | $879400.40     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3212210 | PA      | $3051929.39    | 0.03%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                        | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     5000000 | PA      | $4932745.00    | 0.05%             | 2035-07-21      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | Thailand Government International Bond                                          | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    24400000 | PA      | $709105.31     | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                | New Zealand Government International Bond                                       | CUSIP: EK3508679<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      625000 | PA      | $395657.82     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46649XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $871483.10     | 0.01%             | 2031-07-05      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                 | Australia Government Bond                                                       | CUSIP: BK4676346<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1960000 | PA      | $773336.55     | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5027114 | PA      | $4771059.46    | 0.04%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4065449 | PA      | $3125999.05    | 0.03%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $17020366.69   | 0.16%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5832335 | PA      | $5742939.94    | 0.05%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE              | Petrobras Global Finance BV                                                     | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      560000 | PA      | $540355.84     | 0.01%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom, Inc                                                                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5094000 | PA      | $3658958.21    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| GOPHER RESOURCE LLC                   | Gopher Resource LLC                                                             | CUSIP: 26828KAB6<br>LEI: 549300BTDNOXC3JSII89 | Long             | LON              | CORP              | US        |      707246 | PA      | $476683.81     | 0.00%             | 2025-03-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1335482.92    | 0.01%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                    | Sigma Alimentos S.A. de C.V.                                                    | CUSIP: 82655AAC7<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $3316258.96    | 0.03%             | 2026-05-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2F3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  5708925000 | PA      | $476089.95     | 0.00%             | 2024-07-19      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29814988 | PA      | $25131707.82   | 0.23%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AECOM TECHNOLOGY                      | AECOM                                                                           | CUSIP: 00766WAV5<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      467129 | PA      | $467245.56     | 0.00%             | 2028-04-13      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY              | Uruguay Government International Bond                                           | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    20300000 | PA      | $438500.31     | 0.00%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    20175000 | PA      | $16026911.86   | 0.15%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6917449.09    | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $785126.00     | 0.01%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric & Gas Co                                                | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6970000 | PA      | $4873836.00    | 0.05%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                            | AMSR Trust                                                                      | CUSIP: 00178XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3347000 | PA      | $2942207.13    | 0.03%             | 2039-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      221256 | PA      | $211996.14     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25000000 | PA      | $17103121.75   | 0.16%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust         | EQUS Mortgage Trust                                                             | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4999900 | PA      | $4819638.38    | 0.04%             | 2038-10-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2091569 | PA      | $1802918.67    | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC              | National Retail Properties, Inc                                                 | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2798115.60    | 0.03%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    23650000 | PA      | $20243200.00   | 0.19%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                 | Japan Government Twenty Year Bond                                               | CUSIP: AW8928847<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   219000000 | PA      | $1516840.19    | 0.01%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9947334.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    35551000 | PA      | $28181351.65   | 0.26%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $4611309.50    | 0.04%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    78073253 | PA      | $63747390.10   | 0.59%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     3394175 | PA      | $3168567.47    | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Bemis Co, Inc                                                                   | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $3970213.07    | 0.04%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                       | Nevada Power Co                                                                 | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3182339.11    | 0.03%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: BM4399226<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16100000 | PA      | $2390745.73    | 0.02%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1365614.58    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor Funding, Inc                                                            | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      750000 | PA      | $739570.17     | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                           | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1795500 | PA      | $1722178.96    | 0.02%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| UTAH ST MUNI PWR AGY PWR SPLY         | Utah Municipal Power Agency                                                     | CUSIP: 91756TAL5<br>LEI: 549300ZRZ5YVJ6KNNV32 | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1482278.55    | 0.01%             | 2023-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4010575.00    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG.                                                                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3065000 | PA      | $2105016.19    | 0.02%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6762750 | PA      | $6317915.22    | 0.06%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4475000 | PA      | $4429170.45    | 0.04%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                             | Orange S.A.                                                                     | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     2425000 | PA      | $2343692.18    | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    28050000 | PA      | $18014970.85   | 0.17%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P5G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4700000 | PA      | $3901548.96    | 0.04%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC Series                                                                     | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270400 | PA      | $3513873.87    | 0.03%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1513793.92    | 0.01%             | 2048-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3001798.05    | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                       | Cemex SAB de C.V.                                                               | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1600000 | PA      | $1478416.00    | 0.01%             | N/A             | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10225000 | PA      | $9361784.95    | 0.09%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC               | Zayo Group Holdings, Inc                                                        | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      455553 | PA      | $371056.73     | 0.00%             | 2027-03-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     1519000 | PA      | $1267616.74    | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5450000 | PA      | $5096200.17    | 0.05%             | 2041-10-25      | Variable      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | Republic of South Africa Government International Bond                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      350000 | PA      | $301688.58     | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC              | Prudential Financial, Inc                                                       | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $5873474.40    | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5773752 | PA      | $4304065.24    | 0.04%             | 2052-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BON SECOURS MERCY                     | Mercy Health                                                                    | CUSIP: 58942HAA9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $11866505.88   | 0.11%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                            | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1824203.22    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                       | Cemex SAB de C.V.                                                               | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $2052500.00    | 0.02%             | 2027-06-05      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6140268.49    | 0.06%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $797679.10     | 0.01%             | 2050-03-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18873950 | PA      | $16808392.33   | 0.16%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN               | Pakistan Government International Bond                                          | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      500000 | PA      | $197510.00     | 0.00%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1435984 | PA      | $1380342.47    | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                         | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10575000 | PA      | $9404075.41    | 0.09%             | 2043-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands, Inc                                                              | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      149000 | PA      | $144902.50     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru        | SMB Private Education Loan Trust                                                | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     5748874 | PA      | $5473276.82    | 0.05%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    31125000 | PA      | $29330719.07   | 0.27%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding XXI Ltd                                                    | CUSIP: 55820JBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5500000 | PA      | $5320276.50    | 0.05%             | 2032-10-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust         | Agate Bay Mortgage Trust                                                        | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |     1145603 | PA      | $1021127.34    | 0.01%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust                                                         | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2412806 | PA      | $2085452.87    | 0.02%             | 2047-10-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| SOPHIA LP                             | Sophia LP                                                                       | CUSIP: 83578BAM5<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     1551464 | PA      | $1501048.78    | 0.01%             | 2027-10-07      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | Benin Government International Bond                                             | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      850000 | PA      | $658981.92     | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $3083056.38    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG         | University of Massachusetts Building Authority                                  | CUSIP: 914437US5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    13000000 | PA      | $10422383.40   | 0.10%             | 2040-11-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO              | Spain Government International Bond                                             | CUSIP: EK3289700<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2550000 | PA      | $2720170.11    | 0.03%             | 2024-10-31      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2205000 | PA      | $1971666.22    | 0.02%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6857192 | PA      | $6408341.24    | 0.06%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                             | WRKCo, Inc                                                                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3534009.69    | 0.03%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                 | Massachusetts St                                                                | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3500000 | PA      | $3382123.50    | 0.03%             | 2035-01-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Tru        | CIT Group Home Equity Loan Trust (Step Bond)                                    | CUSIP: 12558MAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       58932 | PA      | $57289.98      | 0.00%             | 2030-02-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings plc                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12400000 | PA      | $13031784.71   | 0.12%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      238316 | PA      | $235274.49     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding              | Purchasing Power Funding LLC                                                    | CUSIP: 74615JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $948050.30     | 0.01%             | 2025-10-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      487390 | PA      | $461174.02     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2918214.76    | 0.03%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6717914 | PA      | $5438043.28    | 0.05%             | 2050-06-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82653DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1290746 | PA      | $1259444.64    | 0.01%             | 2035-06-20      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                           | ProLogis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1109334.75    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644RBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2354063.75    | 0.02%             | 2048-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3475000 | PA      | $3330416.54    | 0.03%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      863663 | PA      | $810979.61     | 0.01%             | 2028-10-18      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust              | Angel Oak Mortgage Trust                                                        | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5176000 | PA      | $3378321.37    | 0.03%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: QZ3475089<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1800000000 | PA      | $1303382.58    | 0.01%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                  | Japan Government Two Year Bond                                                  | CUSIP: ZN0030140<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   320000000 | PA      | $2436881.44    | 0.02%             | 2024-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10666926 | PA      | $8514459.41    | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4987604 | PA      | $4894937.86    | 0.05%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3024856 | PA      | $2968433.87    | 0.03%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | Danske Bank A.S.                                                                | CUSIP: ZP3178248<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $310022.55     | 0.00%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                     | Magnetite XVIII Ltd                                                             | CUSIP: 55953TAL1<br>LEI: 549300BDVLRWS2SODX97 | Long             | ABS-O            | CORP              | KY        |      530000 | PA      | $518674.43     | 0.00%             | 2028-11-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                  | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1466466.98    | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12626BAU8<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4865977.00    | 0.05%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                             | BXP Trust                                                                       | CUSIP: 05607CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1325000 | PA      | $1151688.94    | 0.01%             | 2037-08-13      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                  | CUSIP: 36266CAL0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2409124.90    | 0.02%             | 2036-11-15      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST DEPT OF ADMIN SVCS C        | State of Oregon Department of Administrative Services                           | CUSIP: 68608VEE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9700000 | PA      | $8368257.90    | 0.08%             | 2039-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     4300000 | PA      | $3356306.39    | 0.03%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5075000 | PA      | $3730972.73    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $10686114.24   | 0.10%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                       | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6161553.29    | 0.06%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3053187.00    | 0.03%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                | CUSIP: BO1991161<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $452879.48     | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                   | Commonwealth Financing Authority                                                | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4055000 | PA      | $3564257.41    | 0.03%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P2S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3900000 | PA      | $3211018.98    | 0.03%             | 2041-10-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON              | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $926407.16     | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6553000 | PA      | $4521132.91    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy, Inc                                                            | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2960667.04    | 0.03%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | Orbia Advance Corp SAB de C.V.                                                  | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1175000 | PA      | $1014906.25    | 0.01%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2042754.00    | 0.02%             | 2050-11-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                       | AstraZeneca plc                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     6510000 | PA      | $5143070.69    | 0.05%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                          | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      750000 | PA      | $716397.48     | 0.01%             | 2025-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NMLT Trust                            | NLT Trust                                                                       | CUSIP: 62917JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1825000 | PA      | $1080038.10    | 0.01%             | 2056-08-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2861262 | PA      | $2967121.91    | 0.03%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     5450000 | PA      | $5177190.33    | 0.05%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    17100000 | PA      | $14062331.38   | 0.13%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                       | Duke University                                                                 | CUSIP: 26442TAD9<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1626229.48    | 0.02%             | 2038-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1820000 | PA      | $1634943.67    | 0.02%             | 2049-03-17      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                        | Aon plc                                                                         | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     8306000 | PA      | $8106565.55    | 0.08%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                      | DT Midstream, Inc                                                               | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128567 | PA      | $128928.47     | 0.00%             | 2028-06-26      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                      | IRB Holding Corp                                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      358588 | PA      | $348547.11     | 0.00%             | 2027-12-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384AF6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     8535000 | PA      | $8531958.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7125000 | PA      | $5762629.75    | 0.05%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                       | TSMC Global Ltd                                                                 | CUSIP: 872882AF2<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     4000000 | PA      | $3319305.72    | 0.03%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8762869 | PA      | $8146459.77    | 0.08%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                   | Mozart Borrower LP                                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      579083 | PA      | $551347.53     | 0.01%             | 2028-10-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5936285 | PA      | $5351510.87    | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   250102000 | PA      | $173918584.84  | 1.62%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA              | B3 S.A.-Brasil Bolsa Balcao                                                     | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |     2900000 | PA      | $2443666.09    | 0.02%             | 2031-09-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                   | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     3600000 | PA      | $3013325.42    | 0.03%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12080000 | PA      | $9633689.23    | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3974024.68    | 0.04%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    10984027 | PA      | $10524492.38   | 0.10%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                | Credit Agricole S.A.                                                            | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6100000 | PA      | $5791156.82    | 0.05%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1496475.00    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US ULTRA BOND CBT Mar23                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         250 | NC      | $33578125.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                  | Colombian TES                                                                   | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3300000000 | PA      | $511225.19     | 0.00%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                    | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1473608.36    | 0.01%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAJ8<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      650000 | PA      | $575943.90     | 0.01%             | 2029-07-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences, Inc                                                            | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $6936783.45    | 0.06%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4474620.13    | 0.04%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2100000 | PA      | $1966236.30    | 0.02%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4320995.76    | 0.04%             | 2049-02-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: BW3596622<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $473669.66     | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOSTESS BRANDS LLC                    | Hostess Brands LLC                                                              | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |      579825 | PA      | $578949.68     | 0.01%             | 2025-08-03      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                           | Ivory Coast Government International Bond                                       | CUSIP: ZQ0630702<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1000000 | PA      | $896937.07     | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    12227999 | PA      | $1728274.83    | 0.02%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District                 | CUSIP: 79772ECG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      245000 | PA      | $235708.03     | 0.00%             | 2025-09-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes    | Federal Farm Credit Bank (FFCB)                                                 | CUSIP: 313312AD2<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    16500000 | PA      | $16498039.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1467000 | PA      | $1319249.33    | 0.01%             | 2048-08-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                   | Nigeria Government International Bond                                           | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $322040.32     | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1250841.90    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $2798022.24    | 0.03%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                   | Bangkok Bank PCL                                                                | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     3010000 | PA      | $2353246.29    | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3260676.40    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6498231 | PA      | $6092821.63    | 0.06%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | Inter-American Development Bank                                                 | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |      900000 | PA      | $588877.01     | 0.01%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD               | Gold Fields Orogen Holdings BVI Ltd                                             | CUSIP: 38060AAC8<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |     1850000 | PA      | $1869540.16    | 0.02%             | 2029-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     9405000 | PA      | $9341841.66    | 0.09%             | 2042-07-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                  | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1267818.75    | 0.01%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: BX8915171<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20200000 | PA      | $2883714.05    | 0.03%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $5413118.17    | 0.05%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36251FAW6<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     2816500 | PA      | $2699071.67    | 0.03%             | 2048-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1623296.70    | 0.02%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                              | International Business Machines Corp                                            | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $323609.20     | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group, Inc                                                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2584232.40    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd              | Neuberger Berman CLO Ltd                                                        | CUSIP: 64135GAE8<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    10000000 | PA      | $9555440.00    | 0.09%             | 2036-04-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays plc                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6075000 | PA      | $4146627.03    | 0.04%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OCI NV                                | OCI NV                                                                          | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     1920000 | PA      | $1819332.83    | 0.02%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12555368 | PA      | $11020007.33   | 0.10%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12591UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2912649.60    | 0.03%             | 2047-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11536381 | PA      | $8870537.82    | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44877513 | PA      | $42115511.47   | 0.39%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 10yr Ultra Fut Mar23                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1175 | NC      | $-138980468.75 | -1.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1041667 | PA      | $944677.09     | 0.01%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $5696740.80    | 0.05%             | 2042-01-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5665988.87    | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       62032 | PA      | $61417.76      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REVENUE         | State of Illinois                                                               | CUSIP: 452227GH8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    12500000 | PA      | $11355203.75   | 0.11%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR         | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |    66458548 | NS      | $66458548.25   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES GLOBAL LLC                      | Gates Global LLC                                                                | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     1450936 | PA      | $1422990.74    | 0.01%             | 2027-03-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3213019 | PA      | $2748370.14    | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $13780970.44   | 0.13%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2650000 | PA      | $2071666.01    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                             | CUSIP: 80413TAH2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6775000 | PA      | $6725256.60    | 0.06%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384EH8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9877002.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | Roper Technologies, Inc                                                         | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $8054026.08    | 0.08%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                         | Fresnillo plc                                                                   | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $1889446.66    | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TURK IHRACAT KR                       | Turkiye Ihracat Kredi Bankasi AS.                                               | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     2500000 | PA      | $2276989.38    | 0.02%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                  | Japan Government Five Year Bond                                                 | CUSIP: BR9625400<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   498000000 | PA      | $3777306.28    | 0.04%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC              | Team Health Holdings, Inc                                                       | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |        4803 | PA      | $3633.71       | 0.00%             | 2027-03-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo        | Structured Asset Investment Loan Trust                                          | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      132868 | PA      | $129151.19     | 0.00%             | 2034-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                | Invitation Homes Trust                                                          | CUSIP: 46187XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1499931 | PA      | $1474657.41    | 0.01%             | 2038-01-17      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                      | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1340856 | PA      | $1202454.09    | 0.01%             | 2065-05-25      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6421000 | PA      | $6408657.87    | 0.06%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14583696 | PA      | $11286309.10   | 0.11%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17957425 | PA      | $16844730.09   | 0.16%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                   | Ecuador Government International Bond                                           | CUSIP: ZO2104248<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       24960 | PA      | $9748.30       | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6765000 | PA      | $6104032.44    | 0.06%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL               | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2700000 | PA      | $1979419.33    | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4201053.88    | 0.04%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A        | State of Wisconsin                                                              | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     9900000 | PA      | $9257344.47    | 0.09%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE               | Banco del Estado de Chile                                                       | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2827118.25    | 0.03%             | 2025-01-09      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825979 | PA      | $2610379.69    | 0.02%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23950000 | PA      | $19492957.93   | 0.18%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                       | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11446940 | PA      | $8801764.86    | 0.08%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                         | CUSIP: BJ8145408<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $278982.40     | 0.00%             | 2028-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                 | Japan Government Thirty Year Bond                                               | CUSIP: QZ4675638<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   225000000 | PA      | $1392601.98    | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1975000 | PA      | $1449367.24    | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $2474153.75    | 0.02%             | 2023-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        6233 | PA      | $6240.07       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER               | Reinsurance Group of America, Inc                                               | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2996352.91    | 0.03%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      734439 | PA      | $600937.00     | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                           | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAW8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4200000 | PA      | $3937631.80    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19034410 | PA      | $16458679.03   | 0.15%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH CORP                     | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2787363.82    | 0.03%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133B9S88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4867366 | PA      | $4293375.53    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9292652.90    | 0.09%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2152454.68    | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                | DBS Group Holdings Ltd                                                          | CUSIP: 24023MAA2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     2450000 | PA      | $2423421.57    | 0.02%             | 2028-12-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding Ltd                                                                | CUSIP: 12569EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5500000 | PA      | $5501826.00    | 0.05%             | 2035-10-22      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                           | ProLogis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2461304.94    | 0.02%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm, Inc                                                                  | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1062058 | PA      | $1052525.89    | 0.01%             | 2025-05-30      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $393834.01     | 0.00%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                 | Southern Gas Corridor CJSC                                                      | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      525000 | PA      | $538935.52     | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1703594 | PA      | $1576338.01    | 0.01%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    73500000 | PA      | $70674843.75   | 0.66%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                | Ardagh Metal Packaging Finance USA LLC                                          | CUSIP: BO2884290<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      500000 | PA      | $391328.04     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46646BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425630 | PA      | $379560.83     | 0.00%             | 2046-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia Government International Bond                                            | CUSIP: BR4457197<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      575000 | PA      | $345786.88     | 0.00%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5298234 | PA      | $4677685.21    | 0.04%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE            | Public Finance Authority                                                        | CUSIP: 74442PGN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     1910000 | PA      | $1570209.85    | 0.01%             | 2040-07-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $4841635.66    | 0.05%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1289534 | PA      | $1218670.50    | 0.01%             | 2036-08-20      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1250000 | PA      | $1073535.15    | 0.01%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3500000 | PA      | $3358515.65    | 0.03%             | 2024-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                       | Chevron USA, Inc                                                                | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      900000 | PA      | $884646.68     | 0.01%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    14175000 | PA      | $13634682.74   | 0.13%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4330066.50    | 0.04%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6128174 | PA      | $4953383.43    | 0.05%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      739602 | PA      | $680180.09     | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                   | Ecuador Government International Bond (Step Bond)                               | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       99120 | PA      | $45569.24      | 0.00%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5551522.20    | 0.05%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL EMEA FIN SARL               | Whirlpool EMEA Finance Sarl                                                     | CUSIP: 96332XAA2<br>LEI: 549300KCJ74PW78SNI52 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $442780.86     | 0.00%             | 2028-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US              | Avolon TLB Borrower US LLC                                                      | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      174057 | PA      | $173767.56     | 0.00%             | 2025-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $157861.83     | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                             | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |     1419980 | PA      | $1413845.61    | 0.01%             | 2026-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA              | Banco Nacional de Panama                                                        | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     3000000 | PA      | $2404500.00    | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                   | Senegal Government International Bond                                           | CUSIP: BP9003099<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      425000 | PA      | $305085.16     | 0.00%             | 2037-06-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                       | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      933767 | PA      | $882417.56     | 0.01%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                         | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2950000 | PA      | $2519570.52    | 0.02%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC INC                           | Hologic, Inc                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3005437.54    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33320000 | PA      | $33330412.50   | 0.31%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2615000 | PA      | $2587145.80    | 0.02%             | 2033-08-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2350000 | PA      | $2164474.48    | 0.02%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom, Inc                                                                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    25131000 | PA      | $21923411.35   | 0.20%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                     | Kenya Government International Bond                                             | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      975000 | PA      | $870426.40     | 0.01%             | 2027-05-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33785490 | PA      | $28803594.63   | 0.27%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2209102 | PA      | $2128482.07    | 0.02%             | 2036-05-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61756UBG5<br>LEI: 549300XYOVNMTJWOZ135 | Long             | ABS-MBS          | CORP              | US        |      265169 | PA      | $133578.71     | 0.00%             | 2049-12-12      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| SASOL FINANCING USA LLC               | Sasol Financing USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1834439.38    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Ladder Capital Commercial Mort        | Ladder Capital Commercial Mortgage Securities                                   | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2726810 | PA      | $2520597.16    | 0.02%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1335973.50    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5437910 | PA      | $540750.09     | 0.01%             | 2043-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                    | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4053309.25    | 0.04%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    85325800 | PA      | $65147581.09   | 0.61%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12174977 | PA      | $10829704.52   | 0.10%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group plc                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6550000 | PA      | $5243585.40    | 0.05%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                              | CUSIP: 83406EAC9<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     5182565 | PA      | $4984106.63    | 0.05%             | 2042-02-25      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3815964.59    | 0.04%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    33104139 | PA      | $4816725.02    | 0.04%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2345977.18    | 0.02%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9125000 | PA      | $7290243.82    | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                            | DaVita, Inc                                                                     | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      705924 | PA      | $689338.04     | 0.01%             | 2026-08-12      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6468646 | PA      | $5886287.08    | 0.05%             | 2048-10-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                | Equitable Holdings, Inc                                                         | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     3543000 | PA      | $3339986.10    | 0.03%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    20175000 | PA      | $16467830.43   | 0.15%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      612474 | PA      | $602371.52     | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust              | Oceanview Mortgage Trust                                                        | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3565318 | PA      | $2741439.40    | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      587075 | PA      | $576758.45     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                             | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    19434050 | PA      | $15689574.98   | 0.15%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4655891.00    | 0.04%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08163GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $7142584.00    | 0.07%             | 2054-08-15      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                  | DBUBS Mortgage Trust                                                            | CUSIP: 23305JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15500000 | PA      | $14177044.00   | 0.13%             | 2034-10-10      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                       | CUSIP: JK7702612<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      750000 | PA      | $763472.31     | 0.01%             | 2026-05-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9875000 | PA      | $9698715.85    | 0.09%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3072574.09    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2840000 | PA      | $2622514.50    | 0.02%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    11642000 | PA      | $10987825.43   | 0.10%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3691664.82    | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9629588 | PA      | $9226475.14    | 0.09%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000LBB8<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5556552.60    | 0.05%             | 2059-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4672798.00    | 0.04%             | 2029-10-10      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO              | Spain Government International Bond                                             | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      845000 | PA      | $823102.10     | 0.01%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3458538.48    | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $2951732.00    | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    30200000 | PA      | $27355605.45   | 0.25%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      961163 | PA      | $826543.01     | 0.01%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    24000000 | PA      | $22173223.20   | 0.21%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | Cooperatieve Rabobank UA                                                        | CUSIP: ZR4207349<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $182222.62     | 0.00%             | N/A             | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17322AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2353360.56    | 0.02%             | 2047-03-11      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC              | Prudential Financial, Inc                                                       | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1154658.88    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS              | Discovery Communications LLC                                                    | CUSIP: 25470DAU3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344161.98     | 0.00%             | 2024-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2279000 | PA      | $1953894.04    | 0.02%             | 2048-05-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592MBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2288546 | PA      | $2169337.01    | 0.02%             | 2047-10-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2793115.64    | 0.03%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                       | Trans Union LLC                                                                 | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     2775340 | PA      | $2752790.38    | 0.03%             | 2028-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust                            | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3155000 | PA      | $2813515.10    | 0.03%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | America Movil SAB de C.V.                                                       | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $191933.32     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                      | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1936527 | PA      | $1578415.35    | 0.01%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON DC CONVENTION & SPO        | Washington Convention & Sports Authority                                        | CUSIP: 93878LBE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $351719.90     | 0.00%             | 2030-10-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1013123 | PA      | $967753.04     | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                   | Malaysia Government Bond                                                        | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3960000 | PA      | $830167.62     | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI              | Cedar Fair LP                                                                   | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1805137.89    | 0.02%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $5014844.36    | 0.05%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    38320000 | PA      | $25568777.82   | 0.24%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                   | Northern Trust Corp                                                             | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4440000 | PA      | $3891107.22    | 0.04%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                        | KFC Holding Co                                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      944462 | PA      | $933836.61     | 0.01%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Inc                                                    | CUSIP: 62479WAJ0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     3380820 | PA      | $3210576.54    | 0.03%             | 2023-11-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                   | Senegal Government International Bond                                           | CUSIP: AR4942801<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1000000 | PA      | $921055.15     | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22750000 | PA      | $21368115.18   | 0.20%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11046000 | PA      | $9714717.30    | 0.09%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                   | Africa Finance Corp                                                             | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |      750000 | PA      | $642907.08     | 0.01%             | 2028-04-28      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | Freeport-McMoRan, Inc                                                           | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2480610.00    | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                  | Liberty Street Trust                                                            | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7250000 | PA      | $6614968.15    | 0.06%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| DAE FUNDING LLC                       | DAE Funding LLC                                                                 | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176902.00     | 0.00%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12551493 | PA      | $11394928.68   | 0.11%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                     | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     3050000 | PA      | $2495439.61    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| INDIAN RAILWAY FINANCE                | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1448671.58    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9023007 | PA      | $6828825.75    | 0.06%             | 2052-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                  | Singapore Government Bond                                                       | CUSIP: BQ1798256<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2030000 | PA      | $1348074.14    | 0.01%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56631138 | PA      | $53139719.92   | 0.50%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                          | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1850000 | PA      | $1457544.94    | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                              | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      502738 | PA      | $468055.25     | 0.00%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD              | Israel Electric Corp Ltd                                                        | CUSIP: BU3987486<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     2675000 | PA      | $2339801.10    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    82132378 | PA      | $72446794.40   | 0.68%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6630899 | PA      | $5098621.32    | 0.05%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                 | AIMCO CLO 16 Ltd                                                                | CUSIP: 00901FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     7100000 | PA      | $6840495.00    | 0.06%             | 2035-01-17      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                  | UltraTech Cement Ltd                                                            | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $158960.80     | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | SYSCO Corp                                                                      | CUSIP: 871829BE6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      500000 | PA      | $530232.73     | 0.00%             | 2023-06-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                        | Becle SAB de C.V.                                                               | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     3700000 | PA      | $2874900.00    | 0.03%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                | New Zealand Government International Bond                                       | CUSIP: JK5970583<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1175000 | PA      | $711273.48     | 0.01%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities         | GoldenTree Loan Opportunities IX Ltd                                            | CUSIP: 38123HAN4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-O            | CORP              | KY        |     1885067 | PA      | $1872303.60    | 0.02%             | 2029-10-29      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    31036674 | PA      | $29113641.74   | 0.27%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: BM1605906<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24000000 | PA      | $3472790.95    | 0.03%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                     | CUSIP: 05591F2K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     8000000 | PA      | $7103220.24    | 0.07%             | 2026-05-18      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31368HJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6066 | PA      | $6104.50       | 0.00%             | 2024-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                    | Morocco Government International Bond                                           | CUSIP: ZQ7314318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      900000 | PA      | $708635.37     | 0.01%             | 2031-11-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5032118.85    | 0.05%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2616017 | PA      | $2433700.73    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA, Inc                                                                      | CUSIP: BO1068085<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      500000 | PA      | $488637.85     | 0.00%             | 2026-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5240000 | PA      | $5082125.09    | 0.05%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      963187 | PA      | $947593.44     | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                  | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAE0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     2000000 | PA      | $1795187.42    | 0.02%             | 2029-09-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1100000 | PA      | $1035354.74    | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                | ICBC Standard Bank plc                                                          | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  2000000000 | PA      | $471709.68     | 0.00%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| ARDAGH METAL PACKAGING                | Ardagh Metal Packaging Finance USA LLC                                          | CUSIP: BO2884118<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      500000 | PA      | $431960.98     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    30925000 | PA      | $23693975.48   | 0.22%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                 | Svensk Exportkredit AB                                                          | CUSIP: 00254EMX7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     6590000 | PA      | $6400958.67    | 0.06%             | 2023-12-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3842911 | PA      | $3653006.17    | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                             | BXP Trust                                                                       | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $6801569.00    | 0.06%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4085388.89    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP               | Principal Financial Group, Inc                                                  | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4301587.08    | 0.04%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Mortgage Capital Certificates                                     | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1910000 | PA      | $1872152.20    | 0.02%             | 2036-05-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18225734 | PA      | $17543312.26   | 0.16%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2376350.50    | 0.02%             | 2048-03-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    41473061 | PA      | $35357791.03   | 0.33%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | Bank of New York Mellon Corp                                                    | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9601300.00    | 0.09%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $6210156.20    | 0.06%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1846014.18    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                    | Regency Centers LP                                                              | CUSIP: 75884RAU7<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6033154.11    | 0.06%             | 2025-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2638847.17    | 0.02%             | 2036-07-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1255284.85    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $785074.42     | 0.01%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1780000 | PA      | $1699747.45    | 0.02%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13172445 | PA      | $12081989.37   | 0.11%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MPF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5820678 | PA      | $5132910.37    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS              | MTN Mauritius Investment Ltd                                                    | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     4000000 | PA      | $3991020.36    | 0.04%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OHIO POWER COMPANY                    | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $4989341.13    | 0.05%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3818920.56    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1002026 | PA      | $942395.57     | 0.01%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16212447 | PA      | $15169580.65   | 0.14%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                           | Chobani LLC                                                                     | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      428309 | PA      | $421704.63     | 0.00%             | 2027-10-25      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol S.A.                                                                  | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5250000 | PA      | $4951537.50    | 0.05%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6301734.52    | 0.06%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                        | BOI Finance BV                                                                  | CUSIP: BU2015792<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $638131.73     | 0.01%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S              | Tyco Electronics Group S.A.                                                     | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     2175000 | PA      | $2087346.06    | 0.02%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                        | AutoNation, Inc                                                                 | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2675627.64    | 0.02%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust           | SMR Mortgage Trust                                                              | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10128200 | PA      | $9596045.13    | 0.09%             | 2039-02-15      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6650000 | PA      | $5127298.30    | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $8881607.28    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                          | City of Oslo Norway                                                             | CUSIP: ZQ2600844<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |     7000000 | PA      | $691362.14     | 0.01%             | 2024-10-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO               | Promigas S.A. ESP                                                               | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3300000 | PA      | $2684480.04    | 0.03%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17348566 | PA      | $15485192.98   | 0.14%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                   | CNT Holdings I Corp                                                             | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      701033 | PA      | $680314.19     | 0.01%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3194434.27    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                | Pertamina Persero PT                                                            | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     1425000 | PA      | $1304737.13    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| LIFE STORAGE LP                       | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $2981034.56    | 0.03%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3100000 | PA      | $3078967.43    | 0.03%             | 2042-08-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5796784 | PA      | $4858749.89    | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20935000 | PA      | $21687351.56   | 0.20%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989HAW0<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     1570000 | PA      | $1461877.24    | 0.01%             | 2048-05-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun        | Gracie Point International Funding                                              | CUSIP: 38411JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43700000 | PA      | $43706419.53   | 0.41%             | 2024-07-01      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33209952 | PA      | $33719572.53   | 0.31%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     3600000 | PA      | $2940288.12    | 0.03%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $3833398.05    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays plc                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9475000 | PA      | $9188262.15    | 0.09%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | Asian Infrastructure Investment Bank                                            | CUSIP: BS7653915<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    41700000 | PA      | $462349.76     | 0.00%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $9438441.44    | 0.09%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                    | Radiate Holdco LLC                                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |        8945 | PA      | $7307.64       | 0.00%             | 2026-09-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | Credit Suisse Group AG.                                                         | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     6200000 | PA      | $5646315.94    | 0.05%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52140000 | PA      | $38895217.84   | 0.36%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1499284.40    | 0.01%             | 2057-08-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                      | Banco General S.A.                                                              | CUSIP: 059597AE4<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |      300000 | PA      | $285000.00     | 0.00%             | 2027-08-07      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                          | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2064875.56    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3502298.61    | 0.03%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Trust of America Holdings LP                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $7493803.25    | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8202500.00    | 0.08%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                            | GSCG Trust                                                                      | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3631705.60    | 0.03%             | 2034-09-06      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI              | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAL7<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     3050000 | PA      | $2726469.15    | 0.03%             | 2026-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QBBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      457978 | PA      | $398707.17     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                      | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $4340233.29    | 0.04%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                          | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3214958.88    | 0.03%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                       | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4382066.96    | 0.04%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                        | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $7777023.58    | 0.07%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3500000 | PA      | $3721445.46    | 0.03%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $7641484.88    | 0.07%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5096909.30    | 0.05%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200335 | PA      | $3358507.01    | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $377263.27     | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Bruegel                               | Bruegel 2021 DAC                                                                | CUSIP: BCC30XSY7<br>LEI: 549300P1CR5XGGQ0OD33 | Long             | ABS-MBS          | CORP              | IE        |      734910 | PA      | $745651.83     | 0.01%             | 2031-05-22      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP              | New South Wales Treasury Corp                                                   | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2690000 | PA      | $1690057.65    | 0.02%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   186596000 | PA      | $187281158.12  | 1.75%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                       | MVW Owner Trust                                                                 | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1620310 | PA      | $1526654.40    | 0.01%             | 2036-11-20      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                     | Lebanon Government International Bond                                           | CUSIP: EJ4558353<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1750000 | PA      | $100625.00     | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                 | Japan Government Twenty Year Bond                                               | CUSIP: AZ6944724<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   153000000 | PA      | $1016214.04    | 0.01%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36187SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     9866082 | PA      | $9420031.50    | 0.09%             | 2040-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association | Federal National Mortgage Association (FNMA)                                    | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     1527061 | NS      | $3573322.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru        | SMB Private Education Loan Trust                                                | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |     2545426 | PA      | $2424938.06    | 0.02%             | 2036-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR               | El Salvador Government International Bond                                       | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1445000 | PA      | $557605.17     | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    15300000 | PA      | $14643747.66   | 0.14%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3636191 | PA      | $3682122.91    | 0.03%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR              | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAL3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $2542500.00    | 0.02%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust                                        | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6190000 | PA      | $5719309.31    | 0.05%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                           | PolyOne Corp                                                                    | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      375000 | PA      | $365625.08     | 0.00%             | 2025-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc         | CDX-NAHYS39V1-5 Year Index                                                      | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1123604.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust           | SMR Mortgage Trust                                                              | CUSIP: 78458MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9645905 | PA      | $9062856.12    | 0.08%             | 2039-02-15      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC              | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     4171482 | PA      | $3342274.77    | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD              | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     3675000 | PA      | $3220218.75    | 0.03%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    26100000 | PA      | $23823899.39   | 0.22%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      872111 | PA      | $809703.26     | 0.01%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      450000 | PA      | $415076.05     | 0.00%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                           | City of New York NY                                                             | CUSIP: 64966MGN3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4940000 | PA      | $4651986.64    | 0.04%             | 2026-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6439535.34    | 0.06%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                        | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5246152.20    | 0.05%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Mortgage Capital Certificates                                     | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8588033 | PA      | $7017924.75    | 0.07%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    25400000 | PA      | $23077490.80   | 0.22%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA              | Export-Import Bank of Korea                                                     | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     2800000 | PA      | $2501023.81    | 0.02%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JSC                       | KazTransGas JSC                                                                 | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     3475000 | PA      | $3130471.82    | 0.03%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust                                                | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17350000 | PA      | $15156446.44   | 0.14%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                  | Norway Government International Bond                                            | CUSIP: AS2564498<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    17250000 | PA      | $1666461.84    | 0.02%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10508646 | PA      | $8080293.12    | 0.08%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92890FAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     2185281 | PA      | $2129525.30    | 0.02%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4094731 | PA      | $836374.17     | 0.01%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                    | Ukraine Government International Bond                                           | CUSIP: AZ1511809<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1000000 | PA      | $184973.67     | 0.00%             | 2028-06-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1722308 | PA      | $1679672.27    | 0.02%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64972C5T6<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     1815000 | PA      | $1792792.02    | 0.02%             | 2023-11-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $6823417.60    | 0.06%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13450000 | PA      | $10357936.73   | 0.10%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust        | Carvana Auto Receivables Trust                                                  | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $945849.50     | 0.01%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   118151927 | PA      | $105206100.80  | 0.98%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92939KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3865000 | PA      | $3722226.51    | 0.03%             | 2047-11-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      375000 | PA      | $335527.88     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                    | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1425000 | PA      | $1520541.08    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                     | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $6600666.20    | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO               | Becton Dickinson & Co                                                           | CUSIP: 075887CH0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      430000 | PA      | $458242.43     | 0.00%             | 2023-05-24      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                           | ONE Gas, Inc                                                                    | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      425000 | PA      | $417378.80     | 0.00%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu        | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46646RAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $821072.00     | 0.01%             | 2049-12-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21395000 | PA      | $22457300.26   | 0.21%             | 2042-06-25      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5300000 | PA      | $4011294.40    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                       | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4178724.39    | 0.04%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $7751505.00    | 0.07%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares, Inc                                                      | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6498252.81    | 0.06%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3011932.73    | 0.03%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC              | Diamond Sports Group LLC                                                        | CUSIP: 25277BAB4<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      970112 | PA      | $116413.50     | 0.00%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    35186061 | PA      | $31403246.96   | 0.29%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND               | Hungary Government International Bond                                           | CUSIP: EK7980957<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   336050000 | PA      | $793078.19     | 0.01%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                 | Japan Government Twenty Year Bond                                               | CUSIP: BZ8026164<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | CORP              | JP        |   385000000 | PA      | $2833558.70    | 0.03%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36264DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2491362 | PA      | $1943292.89    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3210522.34    | 0.03%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26750000 | PA      | $17994747.74   | 0.17%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                            | AMSR Trust                                                                      | CUSIP: 00178XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3499000 | PA      | $3096492.54    | 0.03%             | 2039-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric & Power Co                                                    | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3028602.17    | 0.03%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $13784064.84   | 0.13%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7104681 | PA      | $7037458.13    | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp Trust                                               | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5235000 | PA      | $4645052.15    | 0.04%             | 2031-07-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                              | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251369 | PA      | $232493.85     | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                                   | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13700000 | PA      | $665177.48     | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                 | DIRECTV Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      906535 | PA      | $884533.26     | 0.01%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                       | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     9998440 | PA      | $8596795.48    | 0.08%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3382775 | PA      | $3191872.15    | 0.03%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $458446.82     | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                    | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $959247.95     | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                 | Japan Government Ten Year Bond                                                  | CUSIP: QZ4138504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   327000000 | PA      | $2488753.15    | 0.02%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR              | President and Fellows of Harvard College                                        | CUSIP: 740816AK9<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |     8000000 | PA      | $7405352.24    | 0.07%             | 2031-10-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4874881.01    | 0.05%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                     | L3Harris Technologies, Inc                                                      | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447357.33     | 0.00%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22975000 | PA      | $19449045.13   | 0.18%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $2309779.50    | 0.02%             | 2026-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14456270 | PA      | $13438645.32   | 0.13%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5033836 | PA      | $4474483.87    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $16207948.00   | 0.15%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: BZ9174849<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217072.74     | 0.00%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY              | Uruguay Government International Bond                                           | CUSIP: 760942BC5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    21800000 | PA      | $496260.16     | 0.00%             | 2028-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)              | NAK Naftogaz Ukraine via Kondor Finance plc                                     | CUSIP: AZ6401204<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $155000.00     | 0.00%             | 2024-07-19      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle International Corp                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    14275000 | PA      | $11451860.66   | 0.11%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    27075000 | PA      | $21080611.79   | 0.20%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36251SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1857356.20    | 0.02%             | 2031-07-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                | Church & Dwight Co, Inc                                                         | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1021434.76    | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7380000 | PA      | $6970641.73    | 0.06%             | 2048-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4075000 | PA      | $2831408.21    | 0.03%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                 | Japan Government Thirty Year Bond                                               | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   132000000 | PA      | $803189.97     | 0.01%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                   | Genm Capital Labuan Ltd                                                         | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     4300000 | PA      | $3201552.44    | 0.03%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1895711 | PA      | $1800818.76    | 0.02%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662291 | PA      | $621589.09     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $271448.44     | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRUSTEES SMITH COLLEGE                | Smith College                                                                   | CUSIP: 898377AA4<br>LEI: 549300C7SRCL4TVMZB13 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13419863.10   | 0.13%             | 2045-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                 | KKR Clo 32 Ltd                                                                  | CUSIP: 48254HAC8<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-O            | CORP              | KY        |     5000000 | PA      | $4849520.00    | 0.05%             | 2032-01-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6503620 | PA      | $6096403.36    | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                   | Hyland Software, Inc                                                            | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      481432 | PA      | $475956.13     | 0.00%             | 2024-07-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | United Kingdom Gilt                                                             | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      425000 | PA      | $425511.66     | 0.00%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                       | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $886655.60     | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    29600000 | PA      | $28826235.28   | 0.27%             | 2042-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61756UAH4<br>LEI: 549300XYOVNMTJWOZ135 | Long             | ABS-MBS          | CORP              | US        |      388737 | PA      | $195826.38     | 0.00%             | 2049-12-12      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                | Group 1 Automotive, Inc                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $465536.61     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9723866 | PA      | $7775016.60    | 0.07%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $4639201.85    | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                            | NCMF Trust                                                                      | CUSIP: 628870AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $482837.80     | 0.00%             | 2039-03-15      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     3475000 | PA      | $2759253.31    | 0.03%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                    | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $3883933.46    | 0.04%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                              | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1454423.98    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN               | Aeropuerto Internacional de Tocumen S.A.                                        | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1650000 | PA      | $1359706.56    | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384BS7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9952515.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                | Ingersoll-Rand Luxembourg Finance S.A.                                          | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     5425000 | PA      | $4993038.06    | 0.05%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $1760208.65    | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As        | Chase Funding Mortgage Loan Asset-Backed Certificates                           | CUSIP: 161546JL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428194 | PA      | $408582.94     | 0.00%             | 2035-02-26      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                | Mid-America Apartments LP                                                       | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     5224000 | PA      | $5193129.40    | 0.05%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12514MBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3858395 | PA      | $3647396.83    | 0.03%             | 2049-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $8395587.33    | 0.08%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989HBF6<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1836344.80    | 0.02%             | 2048-05-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | Freeport Indonesia PT                                                           | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1800000 | PA      | $1728000.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                     | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14575000 | PA      | $14531075.76   | 0.14%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    17447519 | PA      | $2054436.67    | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                           | Taurus UK DAC                                                                   | CUSIP: BCC2QWFI2<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      506281 | PA      | $566560.50     | 0.01%             | 2031-05-17      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                       | Bermuda Government International Bond                                           | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      200000 | PA      | $199085.89     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $3946203.55    | 0.04%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2686000 | PA      | $2500552.92    | 0.02%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $11602062.42   | 0.11%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T, Inc                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    42943000 | PA      | $33002114.19   | 0.31%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                      | Organon Finance  LLC                                                            | CUSIP: 68622TAC5<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $562211.88     | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV               | Fidelity National Information Services, Inc                                     | CUSIP: 31620MAW6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      375000 | PA      | $386312.63     | 0.00%             | 2024-07-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4449200.11    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1024418 | PA      | $979045.53     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group, Inc                                               | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $5916012.50    | 0.06%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35680000 | PA      | $29394187.32   | 0.27%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                | Hartford Financial Services Group, Inc                                          | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $879542.95     | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1723590.48    | 0.02%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL               | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1850000 | PA      | $1619005.19    | 0.02%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      425000 | PA      | $404428.26     | 0.00%             | 2024-05-29      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust            | Progress Residential Trust                                                      | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1450000 | PA      | $1125534.08    | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| BANISTMO SA                           | Banistmo S.A.                                                                   | CUSIP: 06034LAB6<br>LEI: 549300E94AMW3HSSMU17 | Long             | DBT              | CORP              | PA        |     2750000 | PA      | $2515614.31    | 0.02%             | 2027-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | Plains All American Pipeline LP                                                 | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      475000 | PA      | $412813.55     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6206707.28    | 0.06%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                  | Singapore Government Bond                                                       | CUSIP: EG2021475<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      815000 | PA      | $624094.56     | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                             | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1193867 | PA      | $1068012.15    | 0.01%             | 2059-09-25      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                   | Select Medical Corp                                                             | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     2131100 | PA      | $2094605.26    | 0.02%             | 2025-03-06      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63874FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1134937.56    | 0.01%             | 2032-11-15      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust        | Carvana Auto Receivables Trust                                                  | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4551784.50    | 0.04%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN              | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     3445000 | PA      | $2734468.75    | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     2540000 | PA      | $2334327.56    | 0.02%             | 2050-05-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2126395.46    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                       | HCL America, Inc                                                                | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2652630.66    | 0.02%             | 2026-03-10      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                | AngloGold Ashanti Holdings plc                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    11325000 | PA      | $9822562.87    | 0.09%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes    | Federal Farm Credit Bank (FFCB)                                                 | CUSIP: 313312AJ9<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |     4475000 | PA      | $4471811.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16690000 | PA      | $16515692.98   | 0.15%             | 2042-04-25      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                    | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3362037 | PA      | $3140167.18    | 0.03%             | 2033-07-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29085000 | PA      | $27991585.20   | 0.26%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1043500 | PA      | $847570.56     | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | American Honda Finance Corp                                                     | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      425000 | PA      | $442490.29     | 0.00%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX CUSTOMER FAC CH        | City of San Antonio TX Customer Facility Charge Revenue                         | CUSIP: 796246AF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1575000 | PA      | $1536974.30    | 0.01%             | 2025-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                          | AutoZone, Inc                                                                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $4325332.42    | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust                                                | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21646000 | PA      | $20682192.37   | 0.19%             | 2036-06-16      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| KALLPA GENERACION SA                  | Kallpa Generacion SA                                                            | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     2850000 | PA      | $2611431.09    | 0.02%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL               | Japan Finance Organization for Municipalities                                   | CUSIP: 471068AN6<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     6650000 | PA      | $6560291.50    | 0.06%             | 2023-09-27      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593JBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4718119.00    | 0.04%             | 2048-08-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | Canadian Government International Bond                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $562092.32     | 0.01%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | United Kingdom Gilt                                                             | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1875000 | PA      | $1009579.12    | 0.01%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                 | Egypt Government International Bond                                             | CUSIP: AZ4234946<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    19025000 | PA      | $742997.01     | 0.01%             | 2024-07-02      | Fixed         | 15.90%                | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2970147 | PA      | $2592274.95    | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7600000 | PA      | $7082768.32    | 0.07%             | 2041-11-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| STATE OF QATAR                        | Qatar Government International Bond                                             | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     2050000 | PA      | $1987599.85    | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT              | New York and Presbyterian Hospital                                              | CUSIP: 649322AC8<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4152309.25    | 0.04%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST PORT AUTH PORT FAC        | Virginia Port Authority                                                         | CUSIP: 928077KC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2160000 | PA      | $1938269.30    | 0.02%             | 2036-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                    | Sweden Government International Bond                                            | CUSIP: EK0417692<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    11000000 | PA      | $1046926.87    | 0.01%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                  | CUSIP: 36266CAA4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4849184.00    | 0.05%             | 2036-11-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1185000 | PA      | $1176035.95    | 0.01%             | 2046-03-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                           | Ivory Coast Government International Bond                                       | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $84523.79      | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                | Netherlands Government International Bond                                       | CUSIP: ZO5449301<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $512190.51     | 0.00%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL        | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5875000 | PA      | $5073887.35    | 0.05%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                   | 20 Times Square Trust                                                           | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2898405.90    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                              | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4200171.89    | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                 | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     7275000 | PA      | $6709366.35    | 0.06%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $3844791.03    | 0.04%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Amcor Flexibles North America, Inc                                              | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $7637233.79    | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                       | Cemex SAB de C.V.                                                               | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2399987.45    | 0.02%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19792493 | PA      | $16170720.04   | 0.15%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT               | Wisconsin Power & Light Co                                                      | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3193263.23    | 0.03%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC         | JG Wentworth XXII LLC                                                           | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3348459 | PA      | $3258031.19    | 0.03%             | 2048-12-15      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6238134 | PA      | $4796617.40    | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $742194.60     | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO              | Spain Government International Bond                                             | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2350000 | PA      | $1653357.30    | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA Bancomer S.A.                                                              | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1346402.22    | 0.01%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31297U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      501615 | PA      | $494802.41     | 0.00%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton, Inc                                                        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      925000 | PA      | $819515.43     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                       | Murphy Oil Corp                                                                 | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      275000 | PA      | $264629.75     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU               | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAB6<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     3800000 | PA      | $3790880.00    | 0.04%             | 2023-01-18      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7250000 | PA      | $6152831.40    | 0.06%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      692626 | PA      | $666840.23     | 0.01%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $2389339.03    | 0.02%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                 | Serbia Treasury Bonds                                                           | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    31700000 | PA      | $237386.80     | 0.00%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                     | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $375092.13     | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | ProLogis LP                                                                     | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1518165.74    | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas S.A.                                                                | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2775000 | PA      | $2030981.71    | 0.02%             | 2035-08-12      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                  | Swiss Re Finance Luxembourg SA                                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     5600000 | PA      | $5156144.00    | 0.05%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9148458 | PA      | $8700449.41    | 0.08%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      956997 | PA      | $786157.52     | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD              | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     4525000 | PA      | $4264812.50    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                       | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1670748.29    | 0.02%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust                            | CUSIP: 46640JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $256661.34     | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3285000 | PA      | $2772704.25    | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                | Chubb INA Holdings, Inc                                                         | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      500000 | PA      | $472730.27     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO              | Korea East-West Power Co Ltd                                                    | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |     2075000 | PA      | $2006224.98    | 0.02%             | 2025-05-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                  | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2000000 | PA      | $1645808.00    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2718864 | PA      | $2600729.51    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                   | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4300000 | PA      | $3352297.20    | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2286248 | PA      | $1998759.13    | 0.02%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: AN2901261<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295853.19     | 0.00%             | 2027-05-04      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE        | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3579615.00    | 0.03%             | 2026-10-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2118705.01    | 0.02%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                           | Staples, Inc                                                                    | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2582040.00    | 0.02%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN               | Development Bank of Japan, Inc                                                  | CUSIP: 25159MBC0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     5000000 | PA      | $4746273.40    | 0.04%             | 2024-03-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                 | Japan Government Thirty Year Bond                                               | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   105000000 | PA      | $627135.50     | 0.01%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                 | Tricon American Homes Trust                                                     | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1275000 | PA      | $1119365.72    | 0.01%             | 2038-07-17      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: BH5574455<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21000000 | PA      | $2989125.81    | 0.03%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: AZ6421871<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18900000 | PA      | $3001945.42    | 0.03%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36253PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10504141 | PA      | $10061780.22   | 0.09%             | 2050-05-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593FBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2348693 | PA      | $2287080.12    | 0.02%             | 2048-07-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                 | Japan Government Twenty Year Bond                                               | CUSIP: AL7975124<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    93000000 | PA      | $675620.79     | 0.01%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4084535 | PA      | $3846875.31    | 0.04%             | 2044-12-25      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      325000 | PA      | $237124.55     | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5351562.50    | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                     | Vitality Re X Ltd                                                               | CUSIP: 92850FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3500000 | PA      | $3499650.00    | 0.03%             | 2023-01-10      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $14140138.30   | 0.13%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10863289 | PA      | $1710301.03    | 0.02%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                   | Anthem, Inc                                                                     | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10775000 | PA      | $8913558.84    | 0.08%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1267969.05    | 0.01%             | 2049-11-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | China Government Bond                                                           | CUSIP: ZQ0637715<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14550000 | PA      | $2115262.39    | 0.02%             | 2024-10-17      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Structured Agency Credit Risk Debt Note (STACR)                                 | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2061000 | PA      | $2022601.51    | 0.02%             | 2033-10-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC                                                          | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5256761.02    | 0.05%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06540VBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      772000 | PA      | $570779.82     | 0.01%             | 2062-11-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46590MAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5217026 | PA      | $4961075.66    | 0.05%             | 2049-08-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                      | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508797.71     | 0.00%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                      | French Republic Government Bond OAT                                             | CUSIP: EK7289029<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $1824713.06    | 0.02%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                      | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4438070 | PA      | $4002156.01    | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     7970956 | PA      | $7543261.55    | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1310439.45    | 0.01%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | Republic of South Africa Government International Bond                          | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18725000 | PA      | $928197.80     | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2262291 | PA      | $2209250.10    | 0.02%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                        | CUSIP: 91127KAC6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     2350000 | PA      | $2289078.18    | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $920173.72     | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | Humana, Inc                                                                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6125000 | PA      | $4779534.91    | 0.04%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13633977 | PA      | $12974519.58   | 0.12%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    15138533 | PA      | $14117706.34   | 0.13%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17320QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2320588.50    | 0.02%             | 2035-05-10      | Variable      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                     | Iliad Holding SAS                                                               | CUSIP: BR8159765<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      915000 | PA      | $906066.82     | 0.01%             | 2026-10-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                 | Cars Net Lease Mortgage Notes Series                                            | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9800000 | PA      | $8282778.70    | 0.08%             | 2050-12-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $659866.00     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36152676 | PA      | $35156063.86   | 0.33%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6140356.53    | 0.06%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                       | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $5873694.35    | 0.05%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | SYSCO Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $3582525.67    | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175000 | PA      | $1982214.53    | 0.02%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                        | salesforce.com, Inc                                                             | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $6887444.22    | 0.06%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD Mortgage Trust                                                               | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $4885367.90    | 0.05%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $3626741.11    | 0.03%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5264760 | PA      | $5190048.50    | 0.05%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMHERST COLLEGE                       | Amherst College                                                                 | CUSIP: 898361AQ3<br>LEI: 549300AS419G4Y35BP63 | Long             | DBT              | CORP              | US        |     9820000 | PA      | $8139648.64    | 0.08%             | 2045-11-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol S.A.                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $1813665.08    | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust          | Hilton Grand Vacations Trust                                                    | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1448269 | PA      | $1425506.10    | 0.01%             | 2028-12-26      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                   | Korea Treasury Bond                                                             | CUSIP: BQ7821821<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   400000000 | PA      | $237602.64     | 0.00%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                          | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $945000.00     | 0.01%             | 2025-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7243654 | PA      | $5791887.02    | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                | Reynolds Group Holdings, Inc                                                    | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |     1269896 | PA      | $1257590.62    | 0.01%             | 2026-02-05      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA                 | Messer Industries USA, Inc                                                      | CUSIP: D6000EAB8<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |      262182 | PA      | $260338.50     | 0.00%             | 2026-03-02      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    12111257 | PA      | $1642066.05    | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    13575000 | PA      | $10869173.99   | 0.10%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                           | Gartner, Inc                                                                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      900000 | PA      | $775770.62     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11038155 | PA      | $8487442.34    | 0.08%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25000000 | PA      | $21231955.00   | 0.20%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group plc                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     5125000 | PA      | $3931420.81    | 0.04%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | CORP              | CA        |     1600000 | PA      | $1141861.15    | 0.01%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $836237.30     | 0.01%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust               | Home Equity Asset Trust                                                         | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373384 | PA      | $364770.71     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    88727640 | PA      | $83229874.07   | 0.78%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61691JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5232068 | PA      | $5018887.09    | 0.05%             | 2050-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2701707.60    | 0.03%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733562 | PA      | $604810.24     | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro F        | Last Mile Logistics Pan Euro Finance DAC                                        | CUSIP: BCC316NM6<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |      597323 | PA      | $567224.59     | 0.01%             | 2033-08-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2837244.00    | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                    | Diageo Capital plc                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     2850000 | PA      | $2340943.29    | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16245900 | PA      | $13051436.19   | 0.12%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31374FY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2031 | PA      | $2046.54       | 0.00%             | 2025-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4028266 | PA      | $3525885.69    | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2418000 | PA      | $2260732.39    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust           | Orange Lake Timeshare Trust                                                     | CUSIP: 68504WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      445070 | PA      | $430536.62     | 0.00%             | 2030-11-08      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                | New Zealand Government International Bond                                       | CUSIP: BP9145262<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      735000 | PA      | $377983.13     | 0.00%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PANAMA BONOS DEL                      | Panama Bonos del Tesoro                                                         | CUSIP: BQ2336940<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     6000000 | PA      | $4830000.00    | 0.05%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15010000 | PA      | $14376947.25   | 0.13%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                    | Goodyear Europe BV                                                              | CUSIP: BR5232441<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $175777.03     | 0.00%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND              | Bundesrepublik Deutschland                                                      | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1365000 | PA      | $717425.46     | 0.01%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK OF MONTREAL                      | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2975000 | PA      | $2619548.31    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                 | Guatemala Government International Bond                                         | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      450000 | PA      | $425266.49     | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6424769 | PA      | $5137122.22    | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WEIBO CORP                            | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     2700000 | PA      | $2097576.24    | 0.02%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3723087.70    | 0.03%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                        | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     5900000 | PA      | $5406399.63    | 0.05%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5159220.71    | 0.05%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | BENCHMARK Mortgage Trust                                                        | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2497408.20    | 0.02%             | 2051-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    38666645 | PA      | $34090831.88   | 0.32%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      725000 | PA      | $588630.40     | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XGNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7712927 | PA      | $6801542.53    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG              | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5481422.21    | 0.05%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $6521372.30    | 0.06%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                   | Verizon Owner Trust                                                             | CUSIP: 92348CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440000 | PA      | $419563.32     | 0.00%             | 2025-04-21      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER              | Banco de Credito del Peru                                                       | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1775000 | PA      | $1608389.29    | 0.01%             | 2030-07-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA REDEV REFU        | Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy | CUSIP: 54465AGY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4805000 | PA      | $3985173.30    | 0.04%             | 2035-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3773000.00    | 0.04%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC              | Arterra Wines Canada, Inc                                                       | CUSIP: N/A<br>LEI: 5493000SZ7NOM4G34E58       | Long             | LON              | CORP              | CA        |      243508 | PA      | $228592.78     | 0.00%             | 2027-11-24      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                     | Kommunalbanken AS.                                                              | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     3000000 | PA      | $2405293.20    | 0.02%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26191089 | PA      | $25561592.65   | 0.24%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                           | Southern Co                                                                     | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18200000.00   | 0.17%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                   | Commonwealth Financing Authority                                                | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19355000 | PA      | $15972078.91   | 0.15%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                 | Australia Government Bond                                                       | CUSIP: ZP5624975<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1775000 | PA      | $947773.18     | 0.01%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4855000 | PA      | $4356241.00    | 0.04%             | 2048-10-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA              | South Africa Government International Bond                                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    15100000 | PA      | $693047.57     | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY              | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1400000 | PA      | $1371773.38    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    55925000 | PA      | $45547328.83   | 0.42%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                  | Korea Southern Power Co Ltd                                                     | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     3200000 | PA      | $2806332.22    | 0.03%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | Indonesia Treasury Bond                                                         | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10000000000 | PA      | $617355.04     | 0.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                     | Kommunalbanken AS.                                                              | CUSIP: 50048MCQ1<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     2600000 | PA      | $2540628.45    | 0.02%             | 2024-02-05      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust                                          | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34000000 | PA      | $31315723.80   | 0.29%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08163HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $713544.00     | 0.01%             | 2054-07-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN               | Misc Capital Two Labuan Ltd                                                     | CUSIP: 60475DAA9<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     3175000 | PA      | $3019329.75    | 0.03%             | 2025-04-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                | TK Elevator US Newco, Inc                                                       | CUSIP: BL3650696<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     1276672 | PA      | $1231694.98    | 0.01%             | 2027-07-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236530 | PA      | $233391.93     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                 | Costa Rica Government International Bond                                        | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2200000 | PA      | $1799262.59    | 0.02%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST               | Retail Properties of America, Inc                                               | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4665780.96    | 0.04%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12625UBF9<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |     1466953 | PA      | $1458126.73    | 0.01%             | 2045-07-10      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D              | Banque Ouest Africaine de Developpement                                         | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     8500000 | PA      | $7216755.34    | 0.07%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group, Inc                                                       | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $2860070.95    | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12593ABD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4166643.15    | 0.04%             | 2048-05-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1352000 | PA      | $1286413.80    | 0.01%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | Healthcare Trust of America Holdings LP                                         | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5817235.25    | 0.05%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a        | C-BASS Trust                                                                    | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      649946 | PA      | $614212.08     | 0.01%             | 2036-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6275000 | PA      | $5207764.57    | 0.05%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5390000 | PA      | $4847325.10    | 0.05%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1995115 | PA      | $1906297.97    | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3158640 | PA      | $2663317.87    | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Bond                                                     | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4915898.46    | 0.05%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $2731377.79    | 0.03%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA              | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3350000 | PA      | $2585599.08    | 0.02%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC            | Camelot US Acquisition                                                          | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      640257 | PA      | $631453.20     | 0.01%             | 2026-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: QZ0167556<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3345000 | PA      | $3264360.10    | 0.03%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $1944588.80    | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $10803297.00   | 0.10%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I               | Metropolitan Life Global Funding I                                              | CUSIP: BY6602951<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237367.68     | 0.00%             | 2025-09-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92937FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3476361 | PA      | $3462324.79    | 0.03%             | 2048-03-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                    | Ohio Power Co                                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2338506.53    | 0.02%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                        | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      360836 | PA      | $338660.28     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust                                        | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4120000 | PA      | $3856508.70    | 0.04%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NFP CORP                              | NFP Corp                                                                        | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |     1419701 | PA      | $1361393.65    | 0.01%             | 2027-02-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                 | Guatemala Government Bond                                                       | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      600000 | PA      | $563857.63     | 0.01%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $6436611.68    | 0.06%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                              | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2008289 | PA      | $1940999.31    | 0.02%             | 2048-06-15      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1572477.94    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NEW YORK ST DORM AUTH REVENUES        | New York State Dormitory Authority                                              | CUSIP: 64990CER8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     6000000 | PA      | $4745728.80    | 0.04%             | 2046-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3277854.65    | 0.03%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7802543 | PA      | $7304211.30    | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings, Inc                                            | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $10443832.94   | 0.10%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                    | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1866001.60    | 0.02%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                     | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189951.50     | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                             | CUSIP: 12592XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1445000 | PA      | $1375946.92    | 0.01%             | 2048-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9050512 | PA      | $8710583.93    | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                  | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1130000 | PA      | $1002095.75    | 0.01%             | 2037-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group, Inc                                                         | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5346298.36    | 0.05%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KIA CORP                              | Kia Corp                                                                        | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $176550.62     | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                        | 1011778 BC ULC                                                                  | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      434715 | PA      | $428076.88     | 0.00%             | 2026-11-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                   | Namibia Government International Bond                                           | CUSIP: 62987BAB8<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     1675000 | PA      | $1565932.96    | 0.01%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                             | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    17830000 | PA      | $17788374.08   | 0.17%             | 2042-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $7950265.44    | 0.07%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Republic of Paraguay                                                            | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1000000 | PA      | $960790.11     | 0.01%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust                                                          | CUSIP: 81746QAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59884 | PA      | $50744.24      | 0.00%             | 2048-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                 | Australia Government Bond                                                       | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $675795.34     | 0.01%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District                 | CUSIP: 79772EBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      845000 | PA      | $708402.12     | 0.01%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                 | Serbia Treasury Bonds                                                           | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    96000000 | PA      | $833773.91     | 0.01%             | 2028-02-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: BK2909228<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $339682.80     | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC              | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2308427.96    | 0.02%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     7305000 | PA      | $6726319.23    | 0.06%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                | Total Capital International S.A.                                                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    11000000 | PA      | $7768376.44    | 0.07%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                | BP Capital Markets plc                                                          | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $432846.40     | 0.00%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3647811.02    | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1098174 | PA      | $1002289.55    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                     | International Finance Corp                                                      | CUSIP: ZO8190688<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |      500000 | PA      | $538357.58     | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | Woodward Capital Management                                                     | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6612449 | PA      | $5287186.97    | 0.05%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL              | Digital Stout Holding LLC                                                       | CUSIP: AU9275473<br>LEI: 549300N335X1857YDM81 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403897.66     | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8699242 | PA      | $8379957.92    | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding LV Ltd                                                     | CUSIP: 55819FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3500000 | PA      | $3462735.50    | 0.03%             | 2035-07-18      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5125000 | PA      | $4939398.59    | 0.05%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8752650.00    | 0.08%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC            | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20340250 | PA      | $15910265.59   | 0.15%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                          | Hydro-Quebec                                                                    | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1475000 | PA      | $1187603.77    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                | Export-Import Bank of India                                                     | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     3975000 | PA      | $3119342.69    | 0.03%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK, Inc                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    12150000 | PA      | $11228929.03   | 0.10%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust         | EQUS Mortgage Trust                                                             | CUSIP: 29478JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4729905 | PA      | $4355149.59    | 0.04%             | 2038-10-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                    | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4602236.23    | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK                                                                            | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $819369.20     | 0.01%             | 2060-07-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13271861 | PA      | $12734589.87   | 0.12%             | 2050-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $3263654.68    | 0.03%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | Mexican Bonos                                                                   | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    23500000 | PA      | $1090793.63    | 0.01%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE              | Mondelez International Holdings Netherlands BV                                  | CUSIP: BR2464112<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $204627.87     | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $27554417.16   | 0.26%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                 | Japan Government Twenty Year Bond                                               | CUSIP: EK4996816<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   202000000 | PA      | $1650411.37    | 0.02%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                          | ELP Commercial Mortgage Trust                                                   | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6870000 | PA      | $6339243.72    | 0.06%             | 2038-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                    | Rwanda International Government Bond                                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     3550000 | PA      | $2685390.54    | 0.03%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2107444.50    | 0.02%             | 2048-09-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    18475000 | PA      | $16750595.97   | 0.16%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust               | New York Mortgage Trust                                                         | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322245 | PA      | $314280.46     | 0.00%             | 2036-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                              | CUSIP: 83405DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      336221 | PA      | $329986.25     | 0.00%             | 2040-07-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark Mortgage Trust                                                        | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5921744 | PA      | $5738964.63    | 0.05%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                  | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4450061.40    | 0.04%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36262DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1025254 | PA      | $866782.46     | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | Anglo American Capital plc                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     4550000 | PA      | $3697716.52    | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                   | PFS Financing Corp                                                              | CUSIP: 69335PDP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20500000 | PA      | $20084227.20   | 0.19%             | 2025-06-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC              | Magallanes, Inc                                                                 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3377435.43    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy, Inc                                                            | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $1869841.28    | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES        | New York State Dormitory Authority                                              | CUSIP: 64990CZW4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     5680000 | PA      | $4906940.07    | 0.05%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer